{
  "id": "1502.06451",
  "version": "v1",
  "published": "2015-02-23T14:50:27.000Z",
  "updated": "2015-02-23T14:50:27.000Z",
  "title": "Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions of general state space Markov chains",
  "authors": [
    "Jose H. Blanchet",
    "Peter Glynn",
    "Shuheng Zheng"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-02-23T14:50:27.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "general state space markov chains",
      "stochastic approximation approach",
      "computing quasi-stationary distributions",
      "theoretical analysis",
      "finite state space markov chains"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}