Numerical computations of geometric ergodicity for stochastic dynamics
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Publication:5136548
DOI10.1088/1361-6544/aba93fzbMath1455.37067arXiv2001.02294OpenAlexW3093832603MaRDI QIDQ5136548
Publication date: 26 November 2020
Published in: Nonlinearity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.02294
Computational methods in Markov chains (60J22) Ergodicity, mixing, rates of mixing (37A25) Generation, random and stochastic difference and differential equations (37H10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)
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