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math.PR2019
Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain
Michel Benaïm, Nicolas Champagnat, Denis Villemonais
We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation mea…
math.PR2019★ 9 cited
Practical criteria for R-positive recurrence of unbounded semigroups
Nicolas Champagnat, Denis Villemonais
The goal of this note is to show how recent results on the theory of quasi-stationary distributions allow to deduce effortlessly general criteria for the geometric convergence of n…