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

DOI10.1214/EJP.V17-1770zbMATH Open1258.60031arXiv1111.0078MaRDI QIDQ428614FDOQ428614

Authors: Mariusz Bieniek, K. Burdzy, Soumik Pal 

Publication date: 22 June 2012

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

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.

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

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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)

Cited In (12)

• On non-extinction in a Fleming-Viot-type particle model with Bessel drift
• Stochastic approximation of quasi-stationary distributions on compact spaces and applications
• The distribution of the spine of a Fleming-Viot type process
• On synchronized Fleming-Viot particle systems
• A central limit theorem for Fleming-Viot particle systems
• On the spine of the two-particle Fleming-Viot process driven by Brownian motion
• Non-extinction of a Fleming-Viot particle model
• Fleming-Viot couples live forever
• Inverse exponential decay: stochastic fixed point equation and ARMA models
• The interplay between population genetics and diffusion with stochastic resetting
• Stochastic fixed-point equation and local dependence measure
• Quantitative results for the Fleming-Viot particle system and quasi-stationary distributions in discrete space

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