Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions of general state space Markov chains
José Blanchet, Peter W. Glynn, Shuheng Zheng · arXiv (Cornell University) · 2015
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.