Non-extinction of a Fleming-Viot particle model
Probability
2009-05-14 v1
Abstract
We consider a branching particle model in which particles move inside a Euclidean domain according to the following rules. The particles move as independent Brownian motions until one of them hits the boundary. This particle is killed but another randomly chosen particle branches into two particles, to keep the population size constant. We prove that the particle population does not approach the boundary simultaneously in a finite time in some Lipschitz domains. This is used to prove a limit theorem for the empirical distribution of the particle family.
Cite
@article{arxiv.0905.1999,
title = {Non-extinction of a Fleming-Viot particle model},
author = {Mariusz Bieniek and Krzysztof Burdzy and Sam Finch},
journal= {arXiv preprint arXiv:0905.1999},
year = {2009}
}