4 papers
Kernel Estimation for Nonlinear Dynamics
Marie-Christine Düker, Adam Waterbury
Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis o…
Empirical Measure Large Deviations for Reinforced Chains on Finite Spaces
Amarjit Budhiraja, Adam Waterbury
Let be a transition probability kernel on a finite state space such that for all . Consider a reinforced chain given as a seque…
Approximating Quasi-Stationary Distributions with Interacting Reinforced Random Walks
Amarjit Budhiraja, Nicolas Fraiman, Adam Waterbury
We propose two numerical schemes for approximating quasi-stationary distributions (QSD) of finite state Markov chains with absorbing states. Both schemes are described in terms of…
Asymptotics of Quasi-Stationary Distributions of Small Noise Stochastic Dynamical Systems in Unbounded Domains
Amarjit Budhiraja, Nicolas Fraiman, Adam Waterbury
We consider a collection of Markov chains that model the evolution of multitype biological populations. The state space of the chains is the positive orthant, and the boundary of t…