Self-Interacting Markov Chains

DOI10.1080/07362990600632029MaRDI QIDQ5478919zbMATH OpenOpenAlexFDO

Authors 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 algorithmsInvariant measuresPoisson equationReinforced Markov chains

Mathematics Subject Classification ID

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

Recommendations

• Self-Interacting Markov Chains: Some Asymptotics
• Self-Intersections of Markov Processes
• Self-similar Markov processes
• Self-similar branching Markov chains
• Discrete self-similar and ergodic Markov chains
• scientific article; zbMATH DE number 1397300
• Asymptotic properties of interactive markov chains

Cites work

• A Pólya urn model and the coalescent
• Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
• On the Convergence and Applications of Generalized Simulated Annealing
• On the stability of interacting processes with applications to filtering and genetic algorithms
• Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
• Partition structures, Polya urns, the Ewens sampling formula, and the ages of alleles
• Phase transition in reinforced random walk and RWRE on trees
• Reinforced random walk
• The sampling theory of neutral alleles and an urn model in population genetics
• Vertex-reinforced random walk
• Vertex-reinforced random walk on Z eventually gets stuck on five points.
• Vertex-reinforced random walk on \(\mathbb Z\) has finite range
• Vertex-reinforced random walks and a conjecture of Pemantle

Cited in

(14)

• Discrete self-similar and ergodic Markov chains
• Empirical measure large deviations for reinforced chains on finite spaces
• An equilibrium analysis of a discrete-time Markovian queue with endogenous abandonments
• Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions
• On convergence of chains with occupational self–interactions
• Self-Interacting Markov Chains: Some Asymptotics
• An equilibrium analysis of a multiclass queue with endogenous abandonments in heavy traffic
• Approximating quasi-stationary distributions with interacting reinforced random walks
• Strongly self-interacting processes on the circle
• On the stability of positive semigroups
• Accelerated first-passage dynamics in a non-Markovian feedback Ornstein-Uhlenbeck process
• Self-interacting processes via Doob conditioning
• An asymptotic result for Brownian polymers
• Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations

This page was built for publication: Self-Interacting Markov Chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5478919)