A central limit theorem for Fleming-Viot particle systems

DOI10.1214/19-AIHP976zbMATH Open1447.82021arXiv1709.06771OpenAlexW3005276503MaRDI QIDQ2179253FDOQ2179253

Authors: Frédéric Cérou, Bernard Delyon, Arnaud Guyader, Mathias Rousset 

Publication date: 12 May 2020

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: Fleming-Viot type particle systems represent a classical way to approximate the distribution of a Markov process with killing, given that it is still alive at a final deterministic time. In this context, each particle evolves independently according to the law of the underlying Markov process until its killing, and then branches instantaneously on another randomly chosen particle. While the consistency of this algorithm in the large population limit has been recently studied in several articles, our purpose here is to prove Central Limit Theorems under very general assumptions. For this, we only suppose that the particle system does not explode in finite time, and that the jump and killing times have atomless distributions. In particular, this includes the case of elliptic diffusions with hard killing.

Full work available at URL: https://arxiv.org/abs/1709.06771

Recommendations

• Fleming-Viot selects the minimal quasi-stationary distribution: the Galton-Watson case
• Fleming-Viot processes: two explicit examples
• Quasistationary distributions and Fleming-Viot processes in finite spaces
• The Fleming-Viot process with McKean-Vlasov dynamics
• On synchronized Fleming-Viot particle systems
• Quantitative results for the Fleming-Viot particle system and quasi-stationary distributions in discrete space
• Central limit theorem for stationary Fleming-Viot particle systems in finite spaces
• Quasi-stationary distributions and population processes
• Quasi stationary distributions and Fleming-Viot processes in countable spaces
• Extinction of Fleming-Viot-type particle systems with strong drift

zbMATH Keywords

sequential Monte Carlocentral limit theoremquasi-stationary distributionsbounded domainsbirth and death processesbranching particle systemscompeting particle systemsasymptotic stationary distributionFleming-Viot tamed extinction modelkilling at boundariesmultiparticle Brownian motionmultiparticle processes

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Continuous-time Markov processes on general state spaces (60J25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37) Interacting particle systems in time-dependent statistical mechanics (82C22) Monte Carlo methods applied to problems in statistical mechanics (82M31)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Theory of statistics
• Hydrodynamic limit for a Fleming-Viot type system.
• Immortal particle for a catalytic branching process
• Non-extinction of a Fleming-Viot particle model
• Configurational transition in a Fleming - Viot-type model and probabilistic interpretation of Laplacian eigenfunctions
• A stationary Fleming-Viot type Brownian particle system
• A central limit theorem for Fleming-Viot particle systems
• On the asymptotic normality of adaptive multilevel splitting
• General approximation method for the distribution of Markov processes conditioned not to be killed

Cited In (24)

• On non-extinction in a Fleming-Viot-type particle model with Bessel drift
• Quasi-invariance under flows generated by non-linear PDEs
• Central limit theorem for stationary Fleming-Viot particle systems in finite spaces
• On the asymptotic normality of adaptive multilevel splitting
• On synchronized Fleming-Viot particle systems
• Title not available (Why is that?)
• Tagged particle limit for a Fleming-Viot type system
• Dynamics of a Fleming-Viot type particle system on the cycle graph
• A central limit theorem for Fleming-Viot particle systems
• Extinction of Fleming-Viot-type particle systems with strong drift
• Non-extinction of a Fleming-Viot particle model
• A Fleming-Viot particle representation of the Dirichlet Laplacian
• General approximation method for the distribution of Markov processes conditioned not to be killed
• A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces
• Fleming-Viot couples live forever
• Approximating quasi-stationary distributions with interacting reinforced random walks
• Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case
• The Fleming-Viot process with McKean-Vlasov dynamics
• Title not available (Why is that?)
• A stationary Fleming-Viot type Brownian particle system
• A central limit theorem for the spatial \(\Lambda\)-Fleming-Viot process with selection
• Fleming-Viot particle system driven by a random walk on \(\mathbb {N}\)
• Uniform in time propagation of chaos for a Moran model
• Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution

This page was built for publication: A central limit theorem for Fleming-Viot particle systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2179253)