A stochastic approximation approach to quasi-stationary distributions on finite spaces

DOI10.1214/ECP.v20-3956zbMath1321.65009arXiv1405.0448OpenAlexW3103459066MaRDI QIDQ2517264

Bertrand Cloez, Michel Benaïm

Publication date: 17 August 2015

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.0448

zbMATH Keywords

reinforced random walksapproximation methodrandom perturbationsquasi-stationary distributions

Mathematics Subject Classification ID

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) Ordinary differential equations and systems with randomness (34F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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