Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions of general state space Markov chains

Abstract

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.

The current version requires substantial re-writing to make it suitable for a stand-alone submission. It would require approximately half a year of work