The maximum entropy method applied to stationary density computation (Q870219)
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scientific article; zbMATH DE number 5132954
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum entropy method applied to stationary density computation |
scientific article; zbMATH DE number 5132954 |
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The maximum entropy method applied to stationary density computation (English)
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12 March 2007
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The authors develop a maximum entropy method to stationary density computation. A number of theorems and lemmas are presented and developed for a theoretical foundation. Finally, numerical experiments are shown.
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Markov operator
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stationary density
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