Constructive approximations of Markov operators

DOI10.1023/A:1013553227865MaRDI QIDQ5956979zbMATH OpenOpenAlexFDO

Authors J. Ding, Aihui Zhou

Publication date 26 February 2002

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1013553227865

zbMATH Keywords

continuous piecewise linear approximationsMarkov operators

Mathematics Subject Classification ID

Ergodic theorems, spectral theory, Markov operators (37A30) Linear operators on function spaces (general) (47B38)

Review text

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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