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相关论文: Extinction of Fleming-Viot-type particle systems w…

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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…

概率论 · 数学 2023-06-07 Oliver Tough

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…

概率论 · 数学 2024-07-03 Lucas Journel , Tony Lelièvre , Julien Reygner

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.…

统计力学 · 物理学 2026-01-23 Éric Brunet , Bernard Derrida

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…

概率论 · 数学 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…

概率论 · 数学 2019-11-14 Frédéric Cérou , Arnaud Guyader , Mathias Rousset

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…

概率论 · 数学 2009-05-14 Mariusz Bieniek , Krzysztof Burdzy , Sam Finch

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…

概率论 · 数学 2021-04-13 Josué Corujo

We show uniqueness of the spine of a Fleming-Viot particle system under minimal assumptions on the driving process. If the driving process is a continuous time Markov process on a finite space, we show that asymptotically, when the number…

概率论 · 数学 2015-07-27 Mariusz Bieniek , Krzysztof Burdzy

We consider a system of annihilating particles where particles start from the points of a Poisson process on either the full-line or positive half-line and move at constant i.i.d. speeds until collision. When two particles collide, they…

概率论 · 数学 2017-02-14 Vladas Sidoravicius , Laurent Tournier

The Fleming-Viot particle system consists of $N$ identical particles diffusing in a domain $U \subset \mathbb{R}^d$. Whenever a particle hits the boundary $\partial U$, that particle jumps onto another particle in the interior. It is known…

概率论 · 数学 2020-11-25 Oliver Tough , James Nolen

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…

概率论 · 数学 2009-05-12 Amine Asselah , Pablo A. Ferrari , Pablo Groisman

We consider a one-dimensional system with particles having either positive or negative velocity, which annihilate on contact. To the ballistic motion of the particle, a diffusion is superimposed. The annihilation may represent a reaction in…

统计力学 · 物理学 2016-03-02 Soham Biswas , Hernán Larralde , Francois Leyvraz

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…

概率论 · 数学 2024-11-22 Lucas Journel , Pierre Monmarché

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…

概率论 · 数学 2014-07-29 Bertrand Cloez , Marie-Noémie Thai

We consider branching Brownian motion in which initially there is one particle at $x$, particles produce a random number of offspring with mean $m+1$ at the time of branching events, and each particle branches at rate $\beta = 1/2m$.…

概率论 · 数学 2023-10-03 Pascal Maillard , Jason Schweinsberg

The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…

概率论 · 数学 2014-04-10 Yves Elskens , Etienne Pardoux

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…

概率论 · 数学 2017-09-21 Frederic Cerou , Bernard Delyon , Arnaud Guyader , Mathias Rousset

We consider critical branching Brownian motion with absorption, in which there is initially a single particle at $x > 0$, particles move according to independent one-dimensional Brownian motions with the critical drift of $-\sqrt{2}$, and…

概率论 · 数学 2013-10-01 Julien Berestycki , Nathanael Berestycki , Jason Schweinsberg

We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$, starting with $N$ particles. More precisely, particles…

概率论 · 数学 2024-06-04 Julie Tourniaire

The kinetics of the annihilation process, $A+A\to 0$, with ballistic particle motion is investigated when the distribution of particle velocities is {\it discrete}. This discreteness is the source of many intriguing phenomena. In the mean…

凝聚态物理 · 物理学 2009-10-22 P. L. Krapivsky , S. Redner , F. Leyvraz
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