On iterative solution of a linear equation with Markov operator
- The convergence of an iterative procedure for approximate solution of an equation \(ν A= μ\) is studied where \(A\) is a Markov operator, \(ν\) and \(μ\) are probability measures. The iterative procedure is based on Bayes formula. The convergence is studied with the help of the coupling method.
Author: | Alexander Yu. Veretennikov |
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URN: | urn:nbn:de:hbz:386-kluedo-50251 |
Series (Serial Number): | Preprints (rote Reihe) des Fachbereich Mathematik (215) |
Document Type: | Report |
Language of publication: | English |
Date of Publication (online): | 2017/11/03 |
Year of first Publication: | 1992 |
Publishing Institution: | Technische Universität Kaiserslautern |
Date of the Publication (Server): | 2017/11/03 |
Page Number: | 8 |
Faculties / Organisational entities: | Kaiserslautern - Fachbereich Mathematik |
DDC-Cassification: | 5 Naturwissenschaften und Mathematik / 510 Mathematik |
Licence (German): | Creative Commons 4.0 - Namensnennung, nicht kommerziell, keine Bearbeitung (CC BY-NC-ND 4.0) |