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The Fleming-Viot (FV) process is a measure-valued diffusion that models the evolution of type frequencies in a countable population which evolves under resampling (genetic drift), mutation, and selection. In the classic FV model the fitness…

Probability · Mathematics 2017-01-13 Arash Jamshidpey

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…

Probability · Mathematics 2008-10-27 Matthias Birkner , Jochen Blath , Martin Moehle , Matthias Steinruecken , Johanna Tams

Consider a system $X = ((x_\xi(t)), \xi \in \Omega_N)_{t \geq 0}$ of interacting Fleming-Viot diffusions with mutation and selection which is a strong Markov process with continuous paths and state space $(\CP(\I))^{\Omega_N}$, where $\I$…

Probability · Mathematics 2011-04-07 Donald A. Dawson , Andreas Greven

We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of…

Probability · Mathematics 2024-11-22 Lucas Journel , Pierre Monmarché

In this paper we discuss existence and uniqueness for a one-dimensional time inhomogeneous stochastic differential equation directed by an $\mathbb{F}$-semimartingale $M$ and a finite cubic variation process $\xi$ which has the structure…

Probability · Mathematics 2007-05-23 Rosanna Coviello , Francesco Russo

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

The motivation of this paper is to prove verification theorems for stochastic optimal control of finite dimensional diffusion processes without control in the diffusion term, in the case that the value function is assumed to be continuous…

Probability · Mathematics 2007-05-23 Fausto Gozzi , Francesco Russo

We prove a non-extinction result for Fleming-Viot-type systems of two particles with dynamics described by an arbitrary symmetric Hunt process under the assumption that the reference measure is finite. Additionally, we describe an invariant…

Probability · Mathematics 2023-09-27 Mateusz Kwaśnicki

We introduce a class of probability measure-valued diffusions, coined polynomial, of which the well-known Fleming--Viot process is a particular example. The defining property of finite dimensional polynomial processes considered by Cuchiero…

Probability · Mathematics 2018-07-10 Christa Cuchiero , Martin Larsson , Sara Svaluto-Ferro

Based on a weak convergence argument, we provide a necessary and sufficient condition that guarantees that a nonnegative local martingale is indeed a martingale. Typically, conditions of this sort are expressed in terms of integrability…

Probability · Mathematics 2014-04-24 Jose Blanchet , Johannes Ruf

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

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

We study the Fluctuation Theorem (FT) for entropy production in chaotic discrete-time dynamical systems on compact metric spaces, and extend it to empirical measures, all continuous potentials, and all weak Gibbs states. In particular, we…

Mathematical Physics · Physics 2026-02-13 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

We consider the Fleming-Viot particle system consisting of $N$ identical particles evolving in $\mathbb{R}_{>0}$ as Brownian motions with constant drift $-1$. Whenever a particle hits $0$, it jumps onto another particle in the interior. It…

Probability · Mathematics 2023-06-07 Oliver Tough

We consider the tree-valued Fleming-Viot process, $(\mathcal X_t)_{t\geq 0}$, with mutation and selection as studied in Depperschmidt, Greven, Pfaffelhuber (2012). This process models the stochastic evolution of the genealogies and…

Probability · Mathematics 2013-05-31 Andrej Depperschmidt , Andreas Greven , Peter Pfaffelhuber

If $\mathbf Y$ is a standard Fleming-Viot process with constant mutation rate (in the infinitely many sites model) then it is well known that for each $t>0$ the measure $\mathbf Y_t$ is purely atomic with infinitely many atoms. However,…

Probability · Mathematics 2013-04-05 Julien Berestycki , Leif Doering , Leonid Mytnik , Lorenzo Zambotti

The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…

Probability · Mathematics 2007-05-23 Michael Blank , Sergey Pirogov

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

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

We introduce a novel concept of dissipative measure-valued martingale solution to the stochastic Euler equations describing the motion of an inviscid incompressible fluid. These solutions are characterized by a parametrized Young measure…

Analysis of PDEs · Mathematics 2020-12-21 Abhishek Chaudhary , Ujjwal Koley
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