Numerically Optimized Markovian Coupling and Mixing in One‐Dimensional Maps

DOI10.1112/S0025579300000279zbMath1146.60055MaRDI QIDQ3515272

Kalvis M. Jansons, Paul D. Metcalfe

Publication date: 29 July 2008

Published in: Mathematika (Search for Journal in Brave)

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)

Uses Software

• ARPACK

Cites Work

• Convergence acceleration for the iterative solution of the equations X = AX + f
• Analysis of some vector extrapolation methods for solving systems of linear equations
• Coalescence of synchronous couplings
• Particles and fields in fluid turbulence
• Optimally Coupling the Kolmogorov Diffusion, and Related Optimal Control Problems
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Pseudospectra of Linear Operators
• ARPACK Users' Guide
• The cutoff phenomenon in finite Markov chains.

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