Hydrodynamic limit for a Fleming-Viot type system

被引：39

作者：

Grigorescu, I

Kang, M

机构：

[1] Univ Miami, Dept Math, Coral Gables, FL 33124 USA

[2] N Carolina State Univ, Dept Math, Raleigh, NC 27695 USA

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2004年 / 110卷 / 01期

关键词：

Fleming-Viot; hydrodynamic limit; catalytic branching; absorbing Brownian motion;

D O I：

10.1016/j.spa.2003.10.010

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider a system of N Brownian particles evolving independently in a domain D. As soon as one particle reaches the boundary it is killed and one of the other particles is chosen uniformly and splits into two independent particles resuming a new cycle of independent motion until the next boundary hit. We prove the hydrodynamic limit for the joint law of the empirical measure process and the average number of visits to the boundary as N approaches infinity. (C) 2003 Elsevier B.V. All rights reserved.

引用

页码：111 / 143

页数：33

共 6 条

[1]

Billingsley P, 1999, WILEY SERIES PROBABI, V2nd

[2] Configurational transition in a Fleming-Viot-type model and probabilistic interpretation of Laplacian eigenfunctions [J].