Date/heure
6 janvier 2022
10:45 - 11:45
Lieu
Salle de conférences Nancy
Oratrice ou orateur
Oliver Tough (Université de Neuchâtel)
Catégorie d'évènement Séminaire Probabilités et Statistique
Résumé
Reinforced processes are known to provide a stochastic approximation for the quasi-stationary distributions of killed Markov processes. We show how the construction may be adapted to provide a stochastic approximation of the paths of killed Markov processes conditioned on survival. Whilst rigorous results are restricted to time being discrete and the state space finite, the strategy employed should be extendable to a general setting in the future.