Vertex-Reinforced Random Walk on Z Eventually Gets Stuck on Five Points

Autor: Tarrès, Pierre

Publikováno v: The Annals of Probability, 2004 Jul 01. 32(3), 2650-2701.

Externí odkaz: https://www.jstor.org/stable/3481644

Random perturbations of dynamical systems.

Autor: KIFER, YURI¹ kifer@math.huji.ac.il

Publikováno v: Bulletin (New Series) of the American Mathematical Society. Jul2013, Vol. 50 Issue 3, p489-493. 5p.

Random Perturbations of Dynamical Systems. Third Edition.

Autor: HONG QIAN¹, HAO GE²

Publikováno v: SIAM Review. 2013, Vol. 55 Issue 3, p569-574. 6p.

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

Autor: Bertrand Cloez, Michel Benaïm, Fabien Panloup

Publikováno v: Annals of Applied Probability
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2018, 28 (4), pp.2370-2416
Ann. Appl. Probab. 28, no. 4 (2018), 2370-2416
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2018, 28 (4), pp.2370-2416. ⟨10.1214/17-AAP1360⟩

International audience; In the continuity of a recent paper ([6]), 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 o

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6f786138ff6564eabab110ed42e845e0
https://hal.archives-ouvertes.fr/hal-01334603v3/document