Related papers: General approximation method for the distribution …
In this paper, we focus on numerical approximations of Piecewise Diffusion Markov Processes (PDifMPs), particularly when the explicit flow maps are unavailable. Our approach is based on the thinning method for modelling the jump mechanism…
Let $\Lambda$ be a finite measure on the unit interval. A $\Lambda$-Fleming-Viot process is a probability measure valued Markov process which is dual to a coalescent with multiple collisions ($\Lambda$-coalescent) in analogy to the duality…
We study a class of interacting particle systems on $\mathbb{R}$ with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump rates $v_+$, $v_-$ and stochastic type switching driven by…
Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…
In this paper, we derive rigorously a non-local cross-diffusion system from an interacting stochastic many-particle system in the whole space. The convergence is proved in the sense of probability by introducing an intermediate particle…
We consider the spatial Lambda-Fleming-Viot process model for frequencies of genetic types in a population living in R^d, with two types of individuals (0 and 1) and natural selection favouring individuals of type 1. We first prove that the…
We identify stationary distributions of generalized Fleming-Viot processes with jump mechanisms specified by certain beta laws together with a parameter measure. Each of these distributions is obtained from normalized stable random measures…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
We consider a (one-dimensional) branching Brownian motion process with a general offspring distribution having at least two moments, and in which all particles have a drift towards the origin where they are immediately absorbed. It is…
Markovian growth-fragmentation processes describe a family of particles which can grow larger or smaller with time, and occasionally split in a conservative manner. They were introduced in a work of Bertoin, where special attention was…
We consider the stochastic ranking process with space-time dependent unbounded jump rates for the particles. We prove that the joint empirical distribution of jump rate and scaled position converges almost surely to a deterministic…
A class of Fleming-Viot processes with decaying sampling rates and $\alpha$-stable motions that correspond to distributions with growing populations are introduced and analyzed. Almost sure long-time scaling limits for these processes are…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
In this note, we recall the definition of the binary branching model with Moran type interactions (BBMMI) introduced in [8]. In this interacting particle system, particles evolve, reproduce and die independently and, with a probability that…
We study the continuous-time evolution of the recombination equation of population genetics. This evolution is given by a differential equation that acts on a product probability space, and its solution can be described by a Markov chain on…
The self-similar growth-fragmentation equation describes the evolution of a medium in which particles grow and divide as time proceeds, with the growth and splitting of each particle depending only upon its size. The critical case of the…
For a tree Markov random field non-reconstruction is said to hold if as the depth of the tree goes to infinity the information that a typical configuration at the leaves gives about the value at the root goes to zero. The distribution of…
A discontinuous Galerkin method for approximating the Vlasov-Poisson system of equations describing the time evolution of a collisionless plasma is proposed. The method is mass conservative and, in the case that piecewise constant functions…
Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…
In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…