The maximum entropy method applied to stationary density computation

DOI10.1016/J.AMC.2006.07.052zbMath1112.65007OpenAlexW2005594873MaRDI QIDQ870219

Lawrence R. Mead, Jiu Ding

Publication date: 12 March 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.07.052

zbMATH Keywords

Markov operatorstationary density

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Related Items (5)

MAXIMUM ENTROPY METHOD FOR POSITION DEPENDENT RANDOM MAPS ⋮ Unnamed Item ⋮ A linear spline maximum entropy method for Frobenius-Perron operators of multi-dimensional transformations ⋮ Piecewise convex deterministic dynamical systems and weakly convex random dynamical systems and their invariant measures ⋮ Approximating solutions of Fredholm integral equations via a general spline maximum entropy method

Cites Work

• Unnamed Item
• Finite approximation for the Frobenius-Perron operator. A solution to Ulam's conjecture
• A maximum entropy method for solving Frobenius-Perron operator equations
• Chaos, fractals, and noise: Stochastic aspects of dynamics.
• The maximum entropy method
• Information Theory and Statistical Mechanics
• Approximate solution of Fredholm integral equations by the maximum-entropy method
• On the Convergence of Moment Problems
• Convergence of Best Entropy Estimates
• Error bounds in maximum entropy approximations
• Maximum entropy approximation for Lyapunov exponents of chaotic maps

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