Markov finite approximation of Frobenius-Perron operator with doubly-stochastic tridiagonal action matrix

DOI10.1016/S0096-3003(96)00140-3MaRDI QIDQ1366835zbMATH OpenFDO

Authors M. Mohseni Moghadam, Rostam Sabeti

Publication date 17 September 1997

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0096-3003(96)00140-3

zbMATH Keywords

convergencedoubly-stochastic tridiagonal action matrixfinite rank operatorsFrobenius-Perron operatorMarkov finite approximation

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25)

Review text

The authors extend the set of finite rank approximations of Frobenius-Perron operators from projection to general finite rank operators. They associate an \(n\times n\) matrix (action matrix) to each finite rank approximation operator. The authors propose the Markov finite approximation of a Frobenius-Perron operator, based on a doubly-stochastic and tridiagonal matrix and demonstrate the convergence of the approximation. The rate of convergence of the proposed method is found to be \(O(1/n)\).

Recommendations

• Error estimates of the Markov finite approximation of the Frobenius-Perron operator
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• scientific article; zbMATH DE number 1555247

Cites work

• Finite approximation for the Frobenius-Perron operator. A solution to Ulam's conjecture
• High order approximation of the Frobenius-Perron operator
• scientific article; zbMATH DE number 3109574 (Why is no real title available?)
• Markov finite approximation of Frobenius-Perron operator
• Minimal projections in L₁-spaces
• On the Existence of Invariant Measures for Piecewise Monotonic Transformations
• Probabilistic Properties of Deterministic Systems
• Projection solutions of Frobenius-Perron operator equations
• Stochastic stability in some chaotic dynamical systems

Cited in

(4)

• Structure preserving finite element approximations of Markov operators
• Error estimates of the Markov finite approximation of the Frobenius-Perron operator
• n-dimensional transformations and invariant measures
• A posteriori error estimates for Markov approximations of Frobenius-Perron operators

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