Fleming–Viot Particle System Driven by a Random Walk on \(\mathbb {N}\)

Nevena Marić, Nevena Maric

Research output: Contribution to journalArticlepeer-review

Abstract

Random walk on N with negative drift and absorption at 0, when conditioned on survival, has uncountably many invariant measures (quasistationary distributions, qsd ) νc. 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 , ν0, as N → ∞. Furthermore, every other qsd of the random walk (νc, c > 0) corresponds to a metastable state of the fv particle system.
Original languageAmerican English
JournalJournal of Statistical Physics
Volume160
DOIs
StatePublished - Aug 1 2015

Disciplines

  • Analysis
  • Mathematics
  • Discrete Mathematics and Combinatorics

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