The Fleming-Viot Process with McKean-Vlasov Dynamics
Abstract
The Fleming-Viot particle system consists of identical particles diffusing in a domain . Whenever a particle hits the boundary , that particle jumps onto another particle in the interior. It is known that this system provides a particle representation for both the Quasi-Stationary Distribution (QSD) and the distribution conditioned on survival for a given diffusion killed at the boundary of its domain. We extend these results to the case of McKean-Vlasov dynamics. We prove that the law conditioned on survival of a given McKean-Vlasov process killed on the boundary of its domain may be obtained from the hydrodynamic limit of the corresponding Fleming-Viot particle system. We then show that if the target killed McKean-Vlasov process converges to a QSD as , such a QSD may be obtained from the stationary distributions of the corresponding -particle Fleming-Viot system as .
Cite
@article{arxiv.2011.11689,
title = {The Fleming-Viot Process with McKean-Vlasov Dynamics},
author = {Oliver Tough and James Nolen},
journal= {arXiv preprint arXiv:2011.11689},
year = {2020}
}
Comments
80 pages, 3 figures