Self-Interacting Markov Chains

DOI10.1080/07362990600632029zbMath1093.60068OpenAlexW1967274804MaRDI QIDQ5478919

Pierre Del Moral, Laurent Miclo

Publication date: 13 July 2006

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990600632029

zbMATH Keywords

Genetic algorithmsPoisson equationInvariant measuresReinforced Markov chains

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Other physical applications of random processes (60K40) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (9)

An equilibrium analysis of a discrete-time Markovian queue with endogenous abandonments ⋮ On the stability of positive semigroups ⋮ Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations ⋮ Self-Interacting Markov Chains: Some Asymptotics ⋮ An asymptotic result for Brownian polymers ⋮ An Equilibrium Analysis of a Multiclass Queue with Endogenous Abandonments in Heavy Traffic ⋮ Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions ⋮ Empirical measure large deviations for reinforced chains on finite spaces ⋮ Approximating quasi-stationary distributions with interacting reinforced random walks

Cites Work

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• Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
• Reinforced random walk
• On the stability of interacting processes with applications to filtering and genetic algorithms

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