On an algorithm for solving Fredholm integrals of the first kind
SCIE
SCOPUS
- Title
- On an algorithm for solving Fredholm integrals of the first kind
- Authors
- CHAE, MINWOO; Ryan Martin; Stephen G. Walker
- Date Issued
- 2019-07
- Publisher
- Kluwer Academic Publishers
- Abstract
- In this paper we use an iterative algorithm for solving Fredholm equations of the first kind. The basic algorithm and convergence properties are known under certain conditions, but we provide a simpler convergence proof without requiring the restrictive conditions that have previously been needed. Several examples of independent interest are given, including mixing density estimation and a first passage time density function involving Brownian motion. We also develop the basic algorithm to include functions which are not necessarily non-negative and, again, present illustrations.
- URI
- https://oasis.postech.ac.kr/handle/2014.oak/99020
- DOI
- 10.1007/s11222-018-9829-z
- ISSN
- 0960-3174
- Article Type
- Article
- Citation
- Statistics and Computing, vol. 29, no. 4, page. 645 - 654, 2019-07
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