Geodesic
Dominant eigenvalue problem for positive integral operators and its solution by Monte Carlo method
Applications of Mathematics, Tome 43 (1998) no. 3, pp. 161-171 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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In this paper, a method of numerical solution to the dominant eigenvalue problem for positive integral operators is presented. This method is based on results of the theory of positive operators developed by Krein and Rutman. The problem is solved by Monte Carlo method constructing random variables in such a way that differences between results obtained and the exact ones would be arbitrarily small. Some numerical results are shown.
In this paper, a method of numerical solution to the dominant eigenvalue problem for positive integral operators is presented. This method is based on results of the theory of positive operators developed by Krein and Rutman. The problem is solved by Monte Carlo method constructing random variables in such a way that differences between results obtained and the exact ones would be arbitrarily small. Some numerical results are shown.
DOI : 10.1023/A:1023255423378
Classification : 47A10
Keywords: Monte Carlo method; integral operators; positive operators 
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Kyncl, Jan. Dominant eigenvalue problem for positive integral operators and its solution by Monte Carlo method. Applications of Mathematics, Tome 43 (1998) no. 3, pp. 161-171. doi: 10.1023/A:1023255423378

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