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@inproceedings{Benaim2017StochasticAO, title={Stochastic Approximation of Quasi-stationary Distributions on Compact Spaces and Applications}, author={M. Benaim and Bertrand Cloez and Fabien Panloup and A BSTRACT}, year={2017} }

- Published 2017

As a continuation of a recent paper, dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact metric space killed in finite time. The idea is to run the process until extinction and then to bring it back to life at a… CONTINUE READING

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