Stochastic approximation of quasi-stationary distributions on compact spaces and applications

DOI10.1214/17-AAP1360arXiv1606.06477WikidataQ129405713 ScholiaQ129405713MaRDI QIDQ6274813

Michel Benaïm, Fabien Panloup, Bertrand Cloez

Publication date: 21 June 2016

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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