Extinction of Fleming-Viot-type particle systems with strong drift
Probability
2011-11-02 v1
Abstract
We consider a Fleming-Viot-type particle system consisting of independently moving particles that are killed on the boundary of a domain. At the time of death of a particle, another particle branches. If there are only two particles and the underlying motion is a Bessel process on , both particles converge to 0 at a finite time if and only if the dimension of the Bessel process is less than 0. If the underlying diffusion is Brownian motion with a drift stronger than (but arbitrarily close to, in a suitable sense) the drift of a Bessel process, all particles converge to 0 at a finite time, for any number of particles.
Keywords
Cite
@article{arxiv.1111.0078,
title = {Extinction of Fleming-Viot-type particle systems with strong drift},
author = {Mariusz Bieniek and Krzysztof Burdzy and Soumik Pal},
journal= {arXiv preprint arXiv:1111.0078},
year = {2011}
}