Computation of equilibrium measures
We present a new way of computing equilibrium measures, based on the Riemann-Hilbert formulation. For equilibrium measures whose support is a single interval, the simple algorithm consists of a Newton-Raphson iteration where each step only involves fast cosine transforms. The approach is then genera...
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| Aineistotyyppi: | Report |
| Julkaistu: |
Unspecified
2010
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