Fleming-Viot particle system driven by a random walk on N

DOI10.1007/S10955-015-1275-0MaRDI QIDQ513141zbMATH OpenOpenAlexFDO

Authors Nevena Marić

Publication date 3 March 2017

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.0094

zbMATH Keywords

metastabilityselection principleFleming-Viot processquasi-stationary distributions

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: Random walk on $mathbbN$ with negative drift and absorption at 0, when conditioned on survival, has uncountably many invariant measures (quasi-stationary distributions, qsd) $u_c$. We study a Fleming-Viot(FV) particle system driven by this process and show that mean normalized densities of the FV unique stationary measure converge to the minimal qsd, $u_0$, as $Noinfty$. Furthermore, every other qsd of the random walk ($u_c$, $c>0$) corresponds to a metastable state of the FV particle system.

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Cited in

(8)

• Bootstrap maximum likelihood for quasi-stationary distributions
• Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes
• Dynamics of a Fleming-Viot type particle system on the cycle graph
• Fleming-Viot selects the minimal quasi-stationary distribution: the Galton-Watson case
• The Fleming-Viot process with McKean-Vlasov dynamics
• A non‐conservative Harris ergodic theorem
• Quasi stationary distributions and Fleming-Viot processes in countable spaces
• A stationary Fleming-Viot type Brownian particle system

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