We found a match
Your institution may have rights to this item. Sign in to continue.
- Title
Convergence and simulation of centred kernel quadratic stochastic operators.
- Authors
K., Bartoszek; M., Pułka
- Abstract
In this work, we consider a class of centred kernel quadratic stochastic operators. We prove that in this class a centred kernel quadratic stochastic operator convergences almost surely and in L² with an exponential L²-rate to its limit distribution. We propose an approximation scheme for this class of quadratic stochastic operators and describe three algorithms for simulating them. We consider in detail an example where the kernel is a Guassian one.
- Subjects
MARKOV operators; STOCHASTIC convergence; MARKOV processes; ALGORITHMS
- Publication
Carpathian Mathematical Publications / Karpats'kì Matematičnì Publìkacìï, 2024, Vol 16, Issue 1, p215
- ISSN
2075-9827
- Publication type
Article
- DOI
10.15330/cmp.16.1.215-229