A quadratic spline projection method for computing stationary densities of random maps

DOI10.4310/CMS.2024.V22.N2.A9MaRDI QIDQ6558619zbMATH OpenFDO

Authors Azzah Alshekhi, J. Ding, N. H. Rhee

Publication date 19 June 2024

Published in Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/CMS.2024.V22.N2.A9

zbMATH Keywords

Markov operatorprojection methodquadratic spline projection algorithmrandom map

Mathematics Subject Classification ID

Approximation by operators (in particular, by integral operators) (41A35) Numerical analysis or methods applied to Markov chains (65C40) Numerical computation using splines (65D07)

Review text

The authors present a quadratic spline projection method that computes stationary densities of Markov operators associated with given random maps with position-dependent probabilities. It is shown that this method converges in the \(L^1\)-norm. Numerical experiments illustrate the results.

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Cited in

(1)

• A cubic spline projection method for computing stationary densities for random maps

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