Simulation from quasi-stationary distributions on reducible state spaces
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Publication:5233196
DOI10.1017/APR.2017.28zbMath1425.60067arXiv1612.01872OpenAlexW2568743130MaRDI QIDQ5233196
Simon E. F. Spencer, Gareth O. Roberts, Adam Griffin, Paul A. Jenkins
Publication date: 16 September 2019
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.01872
simulationlimiting conditional distributionquasi-stationary distributionsequential Monte Carloresampling method
Nonparametric statistical resampling methods (62G09) Continuous-time Markov processes on discrete state spaces (60J27)
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