Selection principle for the Fleming-Viot process with drift $-1$
Abstract
We consider the Fleming-Viot particle system consisting of identical particles evolving in as Brownian motions with constant drift . Whenever a particle hits , it jumps onto another particle in the interior. It is known that this particle system has a hydrodynamic limit as given by Brownian motion with drift conditioned not to hit . 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 , this particle system converges to a unique stationary distribution as time . We prove the following selection principle: the empirical measure of the -particle stationary distribution converges to the aforedescribed Yaglom limit as . The selection problem for this particular Fleming-Viot process is closely connected to the microscopic selection problem in front propagation, in particular for the -branching Brownian motion. The proof requires neither fine estimates on the particle system nor the use of Lyapunov functions.
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