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20162025
most citedThe divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems

4 citations · 7 across the 5 of their papers we have counts for

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math.PR2018

The exit time finite state projection scheme: bounding exit distributions and occupation measures of continuous-time Markov chains

Juan Kuntz, Philipp Thomas, Guy-Bart Stan +1

We introduce the exit time finite state projection (ETFSP) scheme, a truncation-based method that yields approximations to the exit distribution and occupation measure associated w…