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arxiv: 2412.15820 · v2 · pith:L5EUOGWEnew · submitted 2024-12-20 · 🧮 math.PR

The particle approximation of quasi-stationary distributions: concentration bounds in the uniform case

classification 🧮 math.PR
keywords particleanalysisboundsfeynman-kactime-uniformapproachapproximationapproximations
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We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial condition, we provide explicit time-uniform $L^p$ and exponential bounds (a new result) with the expected rate in terms of sample size. This work is based on a stochastic backward error analysis (similar to the classical concept of numerical analysis) of the measure-valued Markov particle estimator, an approach that simplifies methods previously used for time-uniform $L^p$ estimates.

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