Theoretical properties of quasi-stationary Monte Carlo methods

DOI10.1214/18-AAP1422zbMath1408.60072arXiv1707.08036MaRDI QIDQ670746

Martin Kolb, David Steinsaltz, Gareth O. Roberts, Andi Q. Wang

Publication date: 20 March 2019

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.08036

zbMATH Keywords

quasi-stationary distributionskilled diffusions\(R\)-theoryquasi-stationary Monte Carlo methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (4)

Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes ⋮ General criteria for the study of quasi-stationarity ⋮ Regeneration-enriched Markov processes with application to Monte Carlo ⋮ An approximation scheme for quasi-stationary distributions of killed diffusions

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