Theoretical properties of quasi-stationary Monte Carlo methods (Q670746)

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Theoretical properties of quasi-stationary Monte Carlo methods
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    Statements

    title
    Theoretical properties of quasi-stationary Monte Carlo methods (English)
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    author
    Andi Q. Wang
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    Martin Kolb
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    Gareth O. Roberts
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    David Steinsaltz
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    publication date
    20 March 2019
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    zbMATH Keywords
    quasi-stationary Monte Carlo methods
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    quasi-stationary distributions
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    killed diffusions
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    \(R\)-theory
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    cites work
    Q5361314
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    Q4820949
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    Q5690466
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    Q4503255
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    Q4674789
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    Q4318497
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    Q4185363
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    Identifiers

    DOI
    10.1214/18-AAP1422
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    Mathematics Subject Classification ID
    60J60
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    65C05
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    60J70
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    zbMATH DE Number
    7039129
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    arXiv ID
    1707.08036
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