English

Selection principle for the Fleming-Viot process with drift $-1$

Probability 2023-06-07 v1 Analysis of PDEs

Abstract

We consider the Fleming-Viot particle system consisting of NN identical particles evolving in R>0\mathbb{R}_{>0} as Brownian motions with constant drift 1-1. Whenever a particle hits 00, it jumps onto another particle in the interior. It is known that this particle system has a hydrodynamic limit as NN\rightarrow\infty given by Brownian motion with drift 1-1 conditioned not to hit 00. This killed Brownian motion has an infinite family of quasi-stationary distributions (QSDs), with a Yaglom limit given by the unique QSD minimising the survival probability. On the other hand, for fixed N<N<\infty, this particle system converges to a unique stationary distribution as time tt\rightarrow\infty. We prove the following selection principle: the empirical measure of the NN-particle stationary distribution converges to the aforedescribed Yaglom limit as NN\rightarrow\infty. The selection problem for this particular Fleming-Viot process is closely connected to the microscopic selection problem in front propagation, in particular for the NN-branching Brownian motion. The proof requires neither fine estimates on the particle system nor the use of Lyapunov functions.

Keywords

Cite

@article{arxiv.2306.03585,
  title  = {Selection principle for the Fleming-Viot process with drift $-1$},
  author = {Oliver Tough},
  journal= {arXiv preprint arXiv:2306.03585},
  year   = {2023}
}

Comments

25 pages

R2 v1 2026-06-28T10:57:41.224Z