Convergence of a non-failable mean-field particle system

DOI10.1080/07362994.2017.1288136zbMath1376.37018OpenAlexW2593926925MaRDI QIDQ5355176

Denis Villemonais, William Oçafrain

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

quasi-stationary distributionMonte-Carlo methodprocess with absorptionmean-field particle system

Mathematics Subject Classification ID

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

Related Items (5)

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 ⋮ Analysis of distributed systems via quasi-stationary distributions ⋮ On non-extinction in a Fleming-Viot-type particle model with Bessel drift ⋮ Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case

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