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Constructive Approximations of Markov Operators

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Abstract

We construct piecewise linear Markov finite approximations of Markov operators defined on L 1([0, 1]N) and we study various properties, such as consistency, stability, and convergence, for the purpose of numerical analysis of Markov operators.

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Ding, J., Zhou, A. Constructive Approximations of Markov Operators. Journal of Statistical Physics 105, 863–878 (2001). https://doi.org/10.1023/A:1013553227865

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  • DOI: https://doi.org/10.1023/A:1013553227865

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