Introduction to numerical methods Flashcards

1
Q

Markov operator

A

This just computes the expected value of f

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2
Q

Adjoint of the Markov operator

A
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3
Q

Ergodic set

A
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4
Q

Invariant distribution

A
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5
Q

Markov matrix defines a contraction mapping

A
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6
Q

Markov matrix defines a unique ergodic set with no ciclically moving subsets

A
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