Fleming-Viot particle system driven by a random walk on $\mathbb{N}$
Statistical Mechanics
2015-06-11 v1 Probability
Abstract
Random walk on with negative drift and absorption at 0, when conditioned on survival, has uncountably many invariant measures (quasi-stationary distributions, qsd) . We study a Fleming-Viot(FV) particle system driven by this process and show that mean normalized densities of the FV unique stationary measure converge to the minimal qsd, , as . Furthermore, every other qsd of the random walk (, ) corresponds to a metastable state of the FV particle system.
Keywords
Cite
@article{arxiv.1405.0094,
title = {Fleming-Viot particle system driven by a random walk on $\mathbb{N}$},
author = {Nevena Maric},
journal= {arXiv preprint arXiv:1405.0094},
year = {2015}
}
Comments
17 pages, 10 figures