Convergence of a non-failable mean-field particle system

DOI10.1080/07362994.2017.1288136MaRDI QIDQ5355176zbMATH OpenOpenAlexFDO

Authors William Oçafrain, Denis Villemonais

Publication date 6 September 2017

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2017.1288136

zbMATH Keywords

Monte-Carlo methodquasi-stationary distributionprocess with absorptionmean-field particle system

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Recommendations

• Convergence of independent particle systems
• Convergence of a branching and interacting particle system to the solution of a nonlinear stochastic PDE
• Convergence of stochastic interacting particle systems in probability under a Sobolev norm
• Convergence of diffusion-drift many particle systems in probability under a Sobolev norm
• Convergence of moderately interacting particle systems to a diffusion-convection equation
• Convergence to equilibrium for many particle systems
• Convergence of \(U\)-statistics for interacting particle systems

Cited in

(9)

• On non-extinction in a Fleming-Viot-type particle model with Bessel drift
• Central limit theorem for stationary Fleming-Viot particle systems in finite spaces
• Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes
• Convergence of moderately interacting particle systems to a diffusion-convection equation
• Uniform tightness for time-inhomogeneous particle systems and for conditional distributions of time-inhomogeneous diffusion processes
• Uniform convergence in some limit theorems for multiple particle systems
• Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case
• Analysis of distributed systems via quasi-stationary distributions
• Convergence of the number of failed components in a Markov system with nonidentical components

This page was built for publication: Convergence of a non-failable mean-field particle system

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5355176)