Approximating quasi-stationary distributions with interacting reinforced random walks

DOI10.1051/ps/2021019zbMath1482.60097arXiv2010.09942OpenAlexW3094259666MaRDI QIDQ5030240

Nicolas Fraiman, Adam Waterbury, Amarjit Budhiraja

Publication date: 16 February 2022

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.09942

zbMATH Keywords

reinforced random walksstochastic approximationcentral limit theoreminteracting particlesquasi-stationary distributionsself-interactionFleming-Viot particle approximations

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10) Ordinary differential equations and systems with randomness (34F05)

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