Extinction of Fleming-Viot-type particle systems with strong drift

DOI10.1214/EJP.V17-1770MaRDI QIDQ428614zbMATH OpenFDO

Authors Mariusz Bieniek, K. Burdzy, Soumik Pal

Publication date 22 June 2012

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

Full work available at URL https://arxiv.org/abs/1111.0078

zbMATH Keywords

extinctionFleming-Viot particle system

Mathematics Subject Classification ID

Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Sample path properties (60G17)

Abstract: We consider a Fleming-Viot-type particle system consisting of independently moving particles that are killed on the boundary of a domain. At the time of death of a particle, another particle branches. If there are only two particles and the underlying motion is a Bessel process on $(0,infty)$, both particles converge to 0 at a finite time if and only if the dimension of the Bessel process is less than 0. If the underlying diffusion is Brownian motion with a drift stronger than (but arbitrarily close to, in a suitable sense) the drift of a Bessel process, all particles converge to 0 at a finite time, for any number of particles.

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