Existence, uniqueness and ergodicity for the centered Fleming-Viot process

DOI10.1016/J.SPA.2023.09.006MaRDI QIDQ6144436zbMATH OpenOpenAlexFDO

Authors Nicolas Champagnat, Vincent Hass

Publication date 29 January 2024

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2203.05405

zbMATH Keywords

duality methodFleming-Viot processesmartingale problemsmeasure-valued diffusion processesDonnelly-Kurtz's modified look-downexponential ergodicity in total variation

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Diffusion processes (60J60) Ergodicity, mixing, rates of mixing (37A25) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Martingales with continuous parameter (60G44) Exchangeability for stochastic processes (60G09) Superprocesses (60J68) Jump processes on general state spaces (60J76) Coalescent processes (60J90)

Abstract: Motivated by questions of ergodicity for shift invariant Fleming-Viot process, we consider the centered Fleming-Viot process $left(Z_{t}ight{)}_{tgeqslant0}$ defined by $Z_t:=a{u}_{-leftlanglemid,Y_{t}ightangle}sharp,Y_t$, where $left(Y_{t}ight{)}_{tgeqslant0}$ is the original Fleming-Viot process. Our goal is to characterise the centered Fleming-Viot process with a martingale problem. To establish the existence of a solution to this martingale problem, we exploit the original Fleming-Viot martingale problem and asymptotic expansions. The proof of uniqueness is based on a weakened version of the duality method, allowing us to prove uniqueness for initial conditions admitting finite moments. We also provide counter examples showing that our approach based on the duality method cannot be expected to give uniqueness for more general initial conditions. Finally, we establish ergodicity properties with exponential convergence in total variation for the centered Fleming-Viot process and characterise the invariant measure.

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Cited in

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