Fleming-Viot processes : two explicit examples
Probability
2016-03-16 v1
Abstract
The purpose of this paper is to extend the investigation of the Fleming-Viot process in discrete space started in a previous work to two specific examples. The first one corresponds to a random walk on the complete graph. Due to its geometry, we establish several explicit and optimal formulas for the Fleming-Viot process (invariant distribution, correlations, spectral gap). The second example corresponds to a Markov chain in a two state space. In this case, the study of the Fleming-Viot particle system is reduced to the study of birth and death process with quadratic rates.
Cite
@article{arxiv.1603.04670,
title = {Fleming-Viot processes : two explicit examples},
author = {Bertrand Cloez and Marie-Noémie Thai},
journal= {arXiv preprint arXiv:1603.04670},
year = {2016}
}
Comments
17 pages, 1 figure. arXiv admin note: substantial text overlap with arXiv:1312.2444