Tag Archives: spectral methods

The Perron-Frobenius theorem and the Hilbert metric

In the last post, we introduced basic properties of convex cones and the Hilbert metric. In this post, we look at how these tools can be used to obtain an explicit estimate on the rate of convergence in the Perron–Frobenius … Continue reading

Posted in theorems | Tagged , , , | Leave a comment

Spectral methods 3 – central limit theorem

With the previous post on convergence of random variables, the law of large numbers, and Birkhoff’s ergodic theorem as background, we return to the spectral methods discussed in the first two posts in this series. This post is based on … Continue reading

Posted in statistical laws, theorems | Tagged , | 8 Comments

Markov chains and mixing times

Our seminar series is taking a hiatus from spectral methods for a couple weeks — these will return eventually, but in the meantime we’ll spend some time with the idea of coupling as a method for deriving statistical properties. In … Continue reading

Posted in examples, statistical laws | Tagged , , , | 3 Comments

Spectral methods in dynamics (part 2)

This is a continuation of the last post, which were notes from the first in a series of talks at the Houston dynamics seminar on spectral methods for transfer operators as tools to establish statistical properties of dynamical systems. This … Continue reading

Posted in ergodic theory, examples, statistical laws | Tagged , , , | 2 Comments

Spectral methods in dynamics

In the dynamics seminar here at Houston, we’re beginning a series of expository talks on statistical properties of dynamical systems. This week’s talk was given by Andrew Török and introduces some of the spectral methods for transfer operators that prove … Continue reading

Posted in ergodic theory, statistical laws | Tagged , , , , | 9 Comments