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Approximating integrals with respect to stationary probability measures of iterated function systems

Published online by Cambridge University Press:  08 June 2020

ITALO CIPRIANO
Affiliation:
Facultad de Matemáticas, Pontificia Universidad Católica de Chile (PUC), Avenida Vicuña Mackenna 4860, Santiago, Chile (e-mail: [email protected])
NATALIA JURGA
Affiliation:
Mathematical Institute, St Andrews, KY16 9SS, UK (e-mail: [email protected])

Abstract

We study fast approximation of integrals with respect to stationary probability measures associated to iterated function systems on the unit interval. We provide an algorithm for approximating the integrals under certain conditions on the iterated function system and on the function that is being integrated. We apply this technique to estimate Hausdorff moments, Wasserstein distances and Lyapunov exponents of stationary probability measures.

Type
Original Article
Copyright
© The Author(s) 2020. Published by Cambridge University Press

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