Searching for "Quantization of Markov Chains." – sorted by Relevance.

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2 documents found, showing 1 through 2.

Optimal Quantization Methods and Applications to Numerical Problems in Finance
by Gilles Pages, Université Paris, Jacques Printems, Huyen Pham, Modèles Aléatoires, Modèles Aléatoires — 2003
… in stochastic volatility models. Key words: Quantization, Markov chain, Euler scheme, Numerical integration…
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Spectra of Quantized Walk and a √ δε rule
by Mario Szegedy — 2004
… chains. In the quantized case: Lemma 1. Let P be a symmetric Markov chain on [n] and let µ…
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