Constructive approximations of Markov operators (Q5956979)
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scientific article; zbMATH DE number 1711064
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English | Constructive approximations of Markov operators |
scientific article; zbMATH DE number 1711064 |
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Constructive approximations of Markov operators (English)
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26 February 2002
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The authors propose a class of continuous piecewise linear approximations to Markov operators defined on \(L^1(I^N)\), where \(I^N\equiv [0,1]^N\) is the \(N\)-dimensional unit cube of \(\mathbb{R}^N\), and investigate various properties of such approximations. A unique feature of the analysis is that they can obtain an explicit constant for the stability of the numerical scheme, which is important for error estimates of computing fixed densities of Markov operators.
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continuous piecewise linear approximations
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Markov operators
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