Quasi stationary distributions and Fleming-Viot processes in countable spaces

DOI10.1214/EJP.V12-415zbMATH Open1127.60088arXivmath/0605665MaRDI QIDQ2461986FDOQ2461986

Authors: Pablo A. Ferrari, Nevena Marić 

Publication date: 23 November 2007

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We consider an irreducible pure jump Markov process with rates Q=(q(x,y)) on Lambdacup{0} with Lambda countable and 0 an absorbing state. A quasi-stationary distribution (qsd) is a probability measure

u on Lambda that satisfies: starting with u, the conditional distribution at time t, given that at time t the process has not been absorbed, is still u. That is, u(x) = u P_t(x)/(sum_{yinLambda}

u P_t(y)), with P_t the transition probabilities for the process with rates Q. A Fleming-Viot (fv) process is a system of N particles moving in Lambda. Each particle moves independently with rates Q until it hits the absorbing state 0; but then instantaneously chooses one of the N-1 particles remaining in Lambda and jumps to its position. Between absorptions each particle moves with rates Q independently. Under the condition alpha:=sum_xinf Q(cdot,x) > sup Q(cdot,0):=C we prove existence of qsd for Q; uniqueness has been proven by Jacka and Roberts. When alpha>0 the {fv} process is ergodic for each N. Under alpha>C the mean normalized densities of the fv unique stationary measure converge to the qsd of Q, as N o infty; in this limit the variances vanish.

Full work available at URL: https://arxiv.org/abs/math/0605665

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Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Limit theorems in probability theory (60F99)

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