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Dynamical system generated by algebraic method and low discrepancy sequences
-
Makoto Mori
und
Masaki Mori
Veröffentlicht/Copyright:
29. November 2012
Abstract.
For higher dimensional cases, the essential spectrum radius of the Perron–Frobenius operator
is usually greater than 
(the definition is given below) even if we restrict its domain
to a suitable space. In this article, using algebraic method, we construct a transformation
whose essential spectrum radius equals . By this transformation, we can
construct low discrepancy sequences.
Keywords: Perron–Frobenius operator; van der Corput sequence
Received: 2012-08-05
Accepted: 2012-11-01
Published Online: 2012-11-29
Published in Print: 2012-12-01
© 2012 by Walter de Gruyter Berlin Boston
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- Masthead
- A note on Newton's method for system of stochastic differential equations
- Quantization based recursive importance sampling
- Dynamical system generated by algebraic method and low discrepancy sequences
- Improving the Monte Carlo estimation of boundary crossing probabilities by control variables
Artikel in diesem Heft
- Masthead
- A note on Newton's method for system of stochastic differential equations
- Quantization based recursive importance sampling
- Dynamical system generated by algebraic method and low discrepancy sequences
- Improving the Monte Carlo estimation of boundary crossing probabilities by control variables
