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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 prove under mild conditions that the Fleming-Viot process selects the minimal quasi-stationary distribution for Markov processes with soft killing on non-compact state spaces. Our results are applied to multi-dimensional birth and death…

概率论 · 数学 2018-10-17 Nicolas Champagnat , Denis Villemonais

We consider an irreducible pure jump Markov process with rates Q=(q(x,y)) on \Lambda\cup\{0\} with \Lambda countable and 0 an absorbing state. A quasi-stationary distribution (qsd) is a probability measure \nu on \Lambda that satisfies:…

概率论 · 数学 2011-11-09 Pablo A. Ferrari , Nevena Maric

Random walk on $\mathbb{N}$ with negative drift and absorption at 0, when conditioned on survival, has uncountably many invariant measures (quasi-stationary distributions, qsd) $\nu_c$. We study a Fleming-Viot(FV) particle system driven by…

统计力学 · 物理学 2015-06-11 Nevena Maric

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

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 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 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

In a first part, we prove a Lyapunov-type criterion for the $\xi\_1$-positive recurrence of absorbed birth and death processes and provide new results on the domain of attraction of the minimal quasi-stationary distribution. In a second…

概率论 · 数学 2015-01-29 Denis Villemonais

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

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

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…

概率论 · 数学 2016-03-16 Bertrand Cloez , Marie-Noémie Thai

We consider a continuous-time Bienaym\'e-Galton-Watson process with logistic competition in a regime of weak competition, or equivalently of a large carrying capacity. Individuals reproduce at random times independently of each other but…

概率论 · 数学 2025-01-29 Raphaël Forien

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 study the evolution of the population size distribution of a critical Galton-Watson process with infinite variance of the offspring size of particles assuming that the population size is unusually small at the distant moment $n$ of…

概率论 · 数学 2026-02-03 Vladimir Vatutin , Elena Dyakonova

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 provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…

概率论 · 数学 2022-07-11 Matyas Barczy , Fanni K. Nedényi , Gyula Pap

We give sufficient conditions on the initial, offspring and immigration distributions under which the distribution of a not necessarily stationary Galton--Watson process with immigration is regularly varying at any fixed time.

概率论 · 数学 2018-06-08 Matyas Barczy , Zsuzsanna Bősze , Gyula Pap

We present a new algorithm for computing the quasi-stationary distribution of subcritical Galton--Watson branching processes. This algorithm is based on a particular discretization of a well-known functional equation that characterizes the…

数值分析 · 数学 2020-01-27 Sophie Hautphenne , Stefano Massei

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

概率论 · 数学 2013-04-04 Servet Martinez , Jaime San Martin , Denis Villemonais
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