English

The Fleming-Viot Process with McKean-Vlasov Dynamics

Probability 2020-11-25 v1 Analysis of PDEs

Abstract

The Fleming-Viot particle system consists of NN identical particles diffusing in a domain URdU \subset \mathbb{R}^d. Whenever a particle hits the boundary U\partial U, 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 tt \rightarrow \infty, such a QSD may be obtained from the stationary distributions of the corresponding NN-particle Fleming-Viot system as NN\rightarrow\infty.

Keywords

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

R2 v1 2026-06-23T20:27:27.998Z