Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions of general state space Markov chains
classification
🧮 math.PR
keywords
chainsgeneralmarkovspacestatealgorithmquasi-stationaryanalysis
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An algorithm for estimating quasi-stationary distribution of finite state space Markov chains has been proven in a previous paper. Now this paper proves a similar algorithm that works for general state space Markov chains under very general assumptions.
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