Uniform convergence of the Fleming-Viot process in a hard killing metastable case

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Publication:6404046

arXiv2207.02030MaRDI QIDQ6404046FDOQ6404046


Authors: Lucas Journel, Pierre Monmarché Edit this on Wikidata


Publication date: 5 July 2022

Abstract: We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of the Fleming-Viot process toward some stationary measure at an exponential rate independent of N, the size of the system, as well as uniform in time propagation of chaos estimates.













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