Stochastic approximation of quasi-stationary distributions on compact spaces and applications
DOI10.1214/17-AAP1360MaRDI QIDQ1617129
Bertrand Cloez, Fabien Panloup, Michel Benaïm
Publication date: 7 November 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.06477
reinforced random walksstochastic approximationEuler schemequasi-stationary distributionsrandom perturbations of dynamical systemsextinction rate
Probabilistic models, generic numerical methods in probability and statistics (65C20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items (22)
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