Finite sections of random Jacobi operators
Numerical Analysis
2010-11-04 v1 Spectral Theory
Abstract
This article is about a problem in the numerical analysis of random operators. We study a version of the finite section method for the approximate solution of equations in infinitely many variables, where is a random Jacobi operator. In other words, we approximately solve infinite second order difference equations with stochastic coefficients by reducing the infinite volume case to the (large) finite volume case via a particular truncation technique. For most of the paper we consider non-selfadjoint operators but we also comment on the self-adjoint case when simplifications occur.
Cite
@article{arxiv.1011.0907,
title = {Finite sections of random Jacobi operators},
author = {Marko Lindner and Steffen Roch},
journal= {arXiv preprint arXiv:1011.0907},
year = {2010}
}