A Piecewise Linear Maximum Entropy Method for Invariant Measures of Random Maps with Position-Dependent Probabilities-Reference-Cited by-同舟云学术

A Piecewise Linear Maximum Entropy Method for Invariant Measures of Random Maps with Position-Dependent Probabilities

Published:2018-11 Issue:12 Volume:28 Page:1850154
ISSN:0218-1274
Container-title:International Journal of Bifurcation and Chaos
language:en
Short-container-title:Int. J. Bifurcation Chaos

Author:

Jin Congming¹^ORCID,Upadhyay Tulsi²,Ding Jiu²

Affiliation:

1. Department of Mathematics, Zhejiang Sci-Tech University, Hangzhou 310018, P. R. China

2. Department of Mathematics, University of Southern Mississippi Hattiesburg, MS 39406-5045, USA

Abstract

We present a numerical method for the approximation of absolutely continuous invariant measures of one-dimensional random maps, based on the maximum entropy principle and piecewise linear moment functions. Numerical results are also presented to show the convergence of the algorithm.

Funder

National Natural Science Foundation of China

"521" Talents Program of Zhejiang Sci-Tech University

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Modeling and Simulation,Engineering (miscellaneous)

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0218127418501547

Reference18 articles.

1. Position dependent random maps in one and higher dimensions

2. Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density