Fleming-Viot processes: two explicit examples

zbMATH Open1337.60241arXiv1603.04670MaRDI QIDQ2805290FDOQ2805290

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)

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.

Full work available at URL: https://arxiv.org/abs/1603.04670

Recommendations

• Quantitative results for the Fleming-Viot particle system and quasi-stationary distributions in discrete space
• Dynamics of a Fleming-Viot type particle system on the cycle graph
• A countable representation of the Fleming-Viot measure-valued diffusion
• Genealogical processes for Fleming-Viot models with selection and recombination
• Quasistationary distributions and Fleming-Viot processes in finite spaces

zbMATH Keywords

Markov chainrandom walkWasserstein distancebirth-and-death processcouplingcomplete graphquasi-stationary distributionschaos propagationFleming-Viot particle systemcommutation relation

Mathematics Subject Classification ID

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

Cited In (16)

• Stochastic approximation of quasi-stationary distributions on compact spaces and applications
• Title not available (Why is that?)
• The distribution of the spine of a Fleming-Viot type process
• Central limit theorem for stationary Fleming-Viot particle systems in finite spaces
• The transition function of a Fleming-Viot process
• Dynamics of a Fleming-Viot type particle system on the cycle graph
• A central limit theorem for Fleming-Viot particle systems
• The Spine of the Fleming-Viot process driven by Brownian motion
• On the spectrum and ergodicity of a neutral multi-allelic Moran model
• On the stability of positive semigroups
• Title not available (Why is that?)
• Fleming-Viot couples live forever
• Title not available (Why is that?)
• A fleming-Viot process and Bayesian nonparametrics
• Size-biased diffusion limits and the inclusion process
• Uniform in time propagation of chaos for a Moran model

This page was built for publication: Fleming-Viot processes: two explicit examples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2805290)