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

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arxiv 2412.15820 v2 pith:L5EUOGWE submitted 2024-12-20 math.PR

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keywords particleanalysisboundsfeynman-kactime-uniformapproachapproximationapproximations
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abstract

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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  1. Linear and uniform in time bound for the binary branching model with Moran type interactions

    math.PR 2025-01 conditional novelty 6.0 of 10

    Under additional regularity, the L2 distance between the Nmin-Nmax branching-Moran particle system and its Feynman-Kac semigroup is bounded linearly in time, and uniformly with error of order 1/sqrt(Nmin).

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