Numerical computations of geometric ergodicity for stochastic dynamics.
Yao LiShirou WangPublished in: CoRR (2020)
Keyphrases
- dynamical systems
- markov processes
- monte carlo
- chaos theory
- markov chain
- stochastic programming
- stochastic optimization
- stationary distribution
- geometric structure
- dynamic model
- stochastic nature
- highly nonlinear
- geometric information
- database
- website
- image processing
- stochastic model
- high order
- markov decision processes
- dynamic programming
- stochastic models
- social networks
- data sets