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Jiu Ding, Dong Mao, Aihui Zhou

A Quasi Monte Carlo Approach to Piecewise Linear Markov Approximations of Markov Operators

In this paper, we address the computational issue of approximating Markov operators which are widely used in the stochastic study of chaotic dynamical systems. We will concentrate on a quasi Monte Carlo implementation of piecewise linear Markov approximations that preserve the Markov structure.

Monte Carlo Methods and Applications, Walter de Gruyter

Print ISSN: 0929-9629
Volume: 9, 12/2003
Pages: 295 - 309

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