Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes

DOI10.1214/20-AAP1561zbMath1461.62147arXiv1809.01461OpenAlexW2999988838MaRDI QIDQ2657943

Cécile Mailler, Denis Villemonais

Publication date: 18 March 2021

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

Full work available at URL: https://arxiv.org/abs/1809.01461

zbMATH Keywords

stochastic approximationMarkov processesquasi-stationary distributionsinfinitely-many colors Pólya urns

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic approximation (62L20) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Topological data analysis (62R40)

Related Items (11)

Condensation phenomena in preferential attachment trees with neighbourhood influence ⋮ Practical criteria for \(R\)-positive recurrence of unbounded semigroups ⋮ Monte Carlo Methods for the Neutron Transport Equation ⋮ Stochastic approximation of the paths of killed Markov processes conditioned on survival ⋮ MATRIX-MFO tandem workshop: Stochastic reinforcement processes and graphs. Abstracts from the MATRIX-MFO tandem workshop held March 5--10, 2023 ⋮ Limits of Pólya urns with innovations ⋮ Fluctuations of balanced urns with infinitely many colours ⋮ On the stability of positive semigroups ⋮ Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting) ⋮ Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain ⋮ Dynamical models for random simplicial complexes

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