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arXiv:1502.06451 [math.PR]AbstractReferencesReviewsResources

Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions of general state space Markov chains

Jose H. Blanchet, Peter Glynn, Shuheng Zheng

Published 2015-02-23Version 1

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.

Categories: math.PR
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