Introduction to numerical methods

Question 1

Markov operator

Answer 1

This just computes the expected value of f

Question 2

Adjoint of the Markov operator

Answer 2

Question 3

Ergodic set

Answer 3

Question 4

Invariant distribution

Answer 4

Question 5

Markov matrix defines a contraction mapping

Answer 5

Question 6

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

Answer 6