pith. sign in

arxiv: 1312.2444 · v2 · pith:KFRVJ7S2new · submitted 2013-12-09 · 🧮 math.PR

Quantitative results for the Fleming-Viot Particle system and quasi-stationary distributions in discrete space

classification 🧮 math.PR
keywords convergencefleming-viotprocessconditionedconvergesdiscreteexplicitparticle
0
0 comments X
read the original abstract

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 the rate of convergence. As a consequence, we show that the conditioned process converges exponentially fast to a unique quasi-stationary distribution. Moreover, by estimating the two-particle correlations, we prove that the Fleming-Viot process converges, uniformly in time, to the conditioned process with an explicit rate of convergence. We illustrate our results on the examples of the complete graph and of N particles jumping on two points.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.