A Low-Rank Technique for Computing the Quasi-Stationary Distribution of Subcritical Galton--Watson Processes
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Publication:5210988
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
quasi-stationary distribution; low-rank approximation; Yaglom limit; Galton-Watson processes; low-rank matrices
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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