Recursive computation of the invariant distribution of Markov and Feller processes

C Rey - arXiv preprint arXiv:1703.04557, 2017 - arxiv.org
This paper provides a general and abstract approach to approximate ergodic regimes of
Markov and Feller processes. More precisely, we show that the recursive algorithm …
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Recursive computation of the invariant distribution of Markov and Feller processes

C Rey - arXiv e-prints, 2017 - ui.adsabs.harvard.edu
This paper provides a general and abstract approach to approximate ergodic regimes of
Markov and Feller processes. More precisely, we show that the recursive algorithm …

Recursive computation of the invariant distribution of Markov and Feller processes

C Rey - HAL, 2017 - dml.mathdoc.fr
This paper provides a general and abstract approach to approximate ergodic regimes of
Markov and Feller processes. More precisely, we show that the recursive algorithm …