Stochastic approximation of the paths of killed Markov processes conditioned on survival

DOI10.1214/22-ECP475MaRDI QIDQ2675985FDO

Authors Oliver Tough

Publication date 26 September 2022

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

Full work available at URL https://arxiv.org/abs/2112.02941

zbMATH Keywords

reinforced processesurn processeskilled Markov processes

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of branching processes (60J85)

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Cites work

• A Fleming-Viot particle representation of the Dirichlet Laplacian
• A stochastic approximation approach to quasi-stationary distributions on finite spaces
• Exponential convergence to quasi-stationary distribution and \(Q\)-process
• General approximation method for the distribution of Markov processes conditioned not to be killed
• Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain
• Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes
• The distribution of the spine of a Fleming-Viot type process
• Two Applications of Urn Processes The Fringe Analysis of Search Trees and The Simulation of Quasi-Stationary Distributions of Markov Chains
• Uniform convergence to the \(Q\)-process

Cited in

(10)

• scientific article; zbMATH DE number 3917393 (Why is no real title available?)
• Stochastic Approximation of the Paths of Killed Markov Processes Conditioned on Survival
• Killed Markov Decision Processes on Finite Time Interval for Countable Models
• Likelihood ratio processes for Markovian particle systems with killing and jumps
• An approximation scheme for quasi-stationary distributions of killed diffusions
• General approximation method for the distribution of Markov processes conditioned not to be killed
• Survival probability of mutually killing Brownian motions and the O'Connell process
• Approximating quasi-stationary distributions with interacting reinforced random walks
• Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain
• Recent advances in the long-time analysis of killed degenerate processes and their particle approximation

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