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Mathematics 2010
Finite sections of random Jacobi operatorsAbstract: 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 $Ax=b$ in infinitely many variables, where $A$ 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 $A$ but we also comment on the self-adjoint case when simplifications occur.
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