A Low-Rank Technique for Computing the Quasi-Stationary Distribution of Subcritical Galton--Watson Processes

DOI10.1137/19M1241647zbMath1432.60007arXiv1901.10375OpenAlexW3000536003MaRDI QIDQ5210988

Publication date: 17 January 2020

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.10375

zbMATH Keywords

quasi-stationary distribution low-rank approximation Yaglom limit Galton-Watson processes low-rank matrices

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Numerical analysis or methods applied to Markov chains (65C40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Total variation approximation for quasi-equilibrium distributions. II
Extremal rational functions on symmetric discrete sets and superlinear convergence of the ADI method
General identities on Bell polynomials
Rapid solution of integral equations of classical potential theory
Lower bounds for the condition number of Vandermonde matrices
Near-circularity for the rational Zolotarev problem in the complex plane
Complex dynamics
The condition number of real Vandermonde, Krylov and positive definite Hankel matrices
On the singular values of matrices with high displacement rank
Quasi-stationary distributions and population processes
Quasi-stationary distributions for discrete-state models
Bell polynomials and binomial type sequences
Non-negative matrices and Markov chains.
The Exponentially Convergent Trapezoidal Rule
Hierarchical Matrices: Algorithms and Analysis
SMASH: Structured matrix approximation by separation and hierarchy
A Fast Randomized Algorithm for Computing a Hierarchically Semiseparable Representation of a Matrix
A Superfast Algorithm for Toeplitz Systems of Linear Equations
Asymptotic properties of subcritical Galton-Watson processes
On the Singular Values of Matrices with Displacement Structure
Fast Approximate Computations with Cauchy Matrices, Polynomials and Rational Functions
A Fast $ULV$ Decomposition Solver for Hierarchically Semiseparable Representations
Branching Processes
Multitype linear fractional branching processes
A Refinement of Two Theorems in the Theory of Branching Processes

This page was built for publication: A Low-Rank Technique for Computing the Quasi-Stationary Distribution of Subcritical Galton--Watson Processes