کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4636315 1340721 2007 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The maximum entropy method applied to stationary density computation
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
The maximum entropy method applied to stationary density computation
چکیده انگلیسی

The maximum entropy method (maxent) is widely used in the context of the moment problem which appears naturally in many branches of physics and engineering; it is used to numerically recover the density with least bias from finitely many known moments. We introduce the basic idea behind this method and apply this method to approximating fixed densities of Markov operators in stochastic analysis and Frobenius–Perron operators in ergodic theory of chaotic dynamics.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 185, Issue 1, 1 February 2007, Pages 658–666
نویسندگان
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