A Low-Rank Technique for Computing the Quasi-Stationary Distribution of Subcritical Galton--Watson Processes

DOI10.1137/19M1241647zbMath1432.60007arXiv1901.10375MaRDI QIDQ5210988

Stefano Massei, Sophie Hautphenne

Publication date: 17 January 2020

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.10375

zbMATH Keywords

quasi-stationary distribution; low-rank approximation; Yaglom limit; Galton-Watson processes; low-rank matrices

Mathematics Subject Classification ID

60-08: Computational methods for problems pertaining to probability theory

65C40: Numerical analysis or methods applied to Markov chains

60J80: Branching processes (Galton-Watson, birth-and-death, etc.)

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