Fleming-Viot processes: two explicit examples

MaRDI QIDQ2805290zbMATH OpenFDO

Authors Bertrand Cloez, Marie-Noémie Thai

Publication date 11 May 2016

Published in ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1603.04670, http://alea.impa.br/articles/v13/13-14.pdf

zbMATH Keywords

birth-and-death processchaos propagationcommutation relationcomplete graphcouplingFleming-Viot particle systemMarkov chainquasi-stationary distributionsrandom walkWasserstein distance

Mathematics Subject Classification ID

Random walks on graphs (05C81) Ergodicity, mixing, rates of mixing (37A25) Convergence of probability measures (60B10) Sums of independent random variables; random walks (60G50) Continuous-time Markov processes on discrete state spaces (60J27) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: 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 geometry, we establish several explicit and optimal formulas for the Fleming-Viot process (invariant distribution, correlations, spectral gap). The second example corresponds to a Markov chain in a two state space. In this case, the study of the Fleming-Viot particle system is reduced to the study of birth and death process with quadratic rates.

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