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Related papers: The distribution of the spine of a Fleming-Viot ty…

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We show that the spine of the Fleming-Viot process driven by Brownian motion and starting with two particles in a bounded interval has a different law from that of Brownian motion conditioned to stay in the interval forever. Furthermore, we…

Probability · Mathematics 2023-08-29 Krzysztof Burdzy , János Engländer , Donald E. Marshall

We study the Fleming-Viot particle process formed by N interacting continuous-time asymmetric random walks on the cycle graph, with uniform killing. We show that this model has a remarkable exact solvability, despite the fact that it is…

Probability · Mathematics 2021-04-13 Josué Corujo

The distribution of a Markov process with killing, conditioned to be still alive at a given time, can be approximated by a Fleming-Viot type particle system. In such a system, each particle is simulated independently according to the law of…

Probability · Mathematics 2017-09-21 Frederic Cerou , Bernard Delyon , Arnaud Guyader , Mathias Rousset

We consider a Fleming-Viot-type particle system consisting of independently moving particles that are killed on the boundary of a domain. At the time of death of a particle, another particle branches. If there are only two particles and the…

Probability · Mathematics 2011-11-02 Mariusz Bieniek , Krzysztof Burdzy , Soumik Pal

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…

Probability · Mathematics 2016-03-16 Bertrand Cloez , Marie-Noémie Thai

Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…

Probability · Mathematics 2009-05-12 Amine Asselah , Pablo A. Ferrari , Pablo Groisman

Fleming-Viot type particle systems represent a classical way to approximate the distribution of a Markov process with killing, given that it is still alive at a final deterministic time. In this context, each particle evolves independently…

Probability · Mathematics 2017-09-21 Bernard Delyon , Frédéric Cérou , Arnaud Guyader , Mathias Rousset

This article presents a variant of Fleming-Viot particle systems, which are a standard way to approximate the law of a Markov process with killing as well as related quantities. Classical Fleming-Viot particle systems proceed by simulating…

Probability · Mathematics 2019-11-14 Frédéric Cérou , Arnaud Guyader , Mathias Rousset

We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton--Watson tree. The particles move independently according to a Markov process and when a branching event occurs, the offspring…

Probability · Mathematics 2012-02-20 Vincent Bansaye , Jean-François Delmas , Laurence Marsalle , Viet Chi Tran

The Fleming-Viot process describes a system of $N$ particles diffusing on a graph with an absorbing site. Whenever one of the particles is absorbed, it is replaced by a new particle at the position of one of the $N-1$ remaining particles.…

Statistical Mechanics · Physics 2026-01-23 Éric Brunet , Bernard Derrida

We show, for a class of discrete Fleming-Viot (or Moran) type particle systems, that the convergence to the equilibrium is exponential for a suitable Wassertein coupling distance. The approach provides an explicit quantitative estimate on…

Probability · Mathematics 2014-07-29 Bertrand Cloez , Marie-Noémie Thai

We consider the behaviour of branching-selection particle systems in the large population limit. The dynamics of these systems is the combination of the following three components: (a) Motion: particles move on the real line according to a…

Probability · Mathematics 2023-11-22 Jean Bérard , Brieuc Frénais

We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…

Probability · Mathematics 2019-04-22 Tony Lelievre , Loucas Pillaud-Vivien , Julien Reygner

We consider a strong Markov process with killing and prove an approximation method for the distribution of the process conditioned not to be killed when it is observed. The method is based on a Fleming-Viot type particle system with…

Probability · Mathematics 2013-04-04 Denis Villemonais

Consider N particles moving independently, each one according to a subcritical continuous-time Galton-Watson process unless it hits 0, at which time it jumps instantaneously to the position of one of the other particles chosen uniformly at…

Probability · Mathematics 2012-06-28 Amine Asselah , Pablo A. Ferrari , Pablo Groisman , Matthieu Jonckheere

In the literature, the spine decomposition of branching Markov processes was constructed under the assumption that each individual has at least one child. In this paper, we give a detailed construction of the spine decomposition of general…

Probability · Mathematics 2020-11-04 Yan-Xia Ren , Renming Song

We study the Fleming--Viot particle system in a discrete state space, in the regime of a fast selection mechanism, namely with killing rates which grow to infinity. This asymptotics creates a time scale separation which results in the…

Probability · Mathematics 2024-07-03 Lucas Journel , Tony Lelièvre , Julien Reygner

We consider finite and infinite systems of particles on the real line and half-line evolving in continuous time. Hereby, the particles are driven by i.i.d. L\'{e}vy processes endowed with rank-dependent drift and diffusion coefficients. In…

Probability · Mathematics 2011-12-30 Mykhaylo Shkolnikov

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…

Probability · Mathematics 2009-05-14 Mariusz Bieniek , Krzysztof Burdzy , Sam Finch

We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the…

Probability · Mathematics 2015-03-24 Jean Bérard , Pascal Maillard
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