Approximation error for invariant density calculations
暂无分享,去创建一个
Let $T:[0,1]\rightarrow[0,1]$ be an expanding piecewise-onto map with bounded
distortion and countably many intervals of monotonicity. We prove a uniform
bound on the rate of exponential convergence to equilibrium for
iterates of the Perron-Frobenius operator. The quantitative information
thus obtained is applied to prove explicit error bounds for Ulam's
method for approximating invariant measures. The approach also yields
rates of mixing for the matrix representations of Ulam approximation.
"Monte-Carlo" type simulations of the scheme are discussed.
The method of proof is applicable to multi-dimensional transformations,
although the only generalisations presented here are to a limited class of
"non-onto" one-dimensional transformations.