Convergence of Eigenvalues in State-Discretization of Linear Stochastic Systems (Q4509605)

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scientific article; zbMATH DE number 1519601
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Convergence of Eigenvalues in State-Discretization of Linear Stochastic Systems
scientific article; zbMATH DE number 1519601

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    Convergence of Eigenvalues in State-Discretization of Linear Stochastic Systems (English)
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    19 October 2000
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    state-discretization
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    Markov chains
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    integral operators
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    finite rank approximation
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