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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

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

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

A class of Fleming-Viot processes with decaying sampling rates and $\alpha$-stable motions that correspond to distributions with growing populations are introduced and analyzed. Almost sure long-time scaling limits for these processes are…

概率论 · 数学 2021-10-12 Michael A. Kouritzin , Khoa Lê

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 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

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 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 a Fleming-Viot-type particle system consisting of independently moving particles that are killed on the boundary of a domain. At the time of death of a particle, another particle branches. If there are only two particles and the…

概率论 · 数学 2011-11-02 Mariusz Bieniek , Krzysztof Burdzy , Soumik Pal

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

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…

概率论 · 数学 2012-06-28 Amine Asselah , Pablo A. Ferrari , Pablo Groisman , Matthieu Jonckheere

We consider the $N$-particle Fleming-Viot process associated to a normally reflected diffusion with soft catalyst killing. The Fleming-Viot multi-colour process is obtained by attaching genetic information to the particles in the…

概率论 · 数学 2023-08-01 Oliver Tough

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 study in this paper the large-time asymptotics of the empirical vector associated with a family of finite-state mean-field systems with multi-classes. The empirical vector is composed of local empirical measures characterizing the…

概率论 · 数学 2021-08-18 Donald A. Dawson , Ahmed Sid-Ali , Yiqiang Q. Zhao

We establish the convergences (with respect to the simulation time $t$; the number of particles $N$; the timestep $\gamma$) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on the…

概率论 · 数学 2020-10-21 Lucas Journel , Pierre Monmarché

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

The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…

概率论 · 数学 2009-05-25 Denis Villemonais

We consider a strong Markov process with killing and prove an approximation method for the distribution of the process conditioned not to be killed when it is observed. The method is based on a Fleming-Viot type particle system with…

概率论 · 数学 2013-04-04 Denis Villemonais

We identify stationary distributions of generalized Fleming-Viot processes with jump mechanisms specified by certain beta laws together with a parameter measure. Each of these distributions is obtained from normalized stable random measures…

概率论 · 数学 2014-03-28 Kenji Handa

This paper provides a construction of a Fleming--Viot measure valued diffusion process, for which the transition function is known, by extending recent ideas of the Gibbs sampler based Markov processes. In particular, we concentrate on the…

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