QUASISTATIONARY DISTRIBUTIONS AND FLEMING-VIOT PROCESSES IN FINITE SPACES
被引:30
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作者:
Asselah, Amine
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机构:
Univ Paris Est, LAMA, CNRS, UMR 8050, F-94010 Creteil, FranceUniv Paris Est, LAMA, CNRS, UMR 8050, F-94010 Creteil, France
Asselah, Amine
[1
]
Ferrari, Pablo A.
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机构:
Univ Sao Paulo, BR-05508 Sao Paulo, Brazil
Univ Buenos Aires, DM FCEN, RA-1428 Buenos Aires, DF, ArgentinaUniv Paris Est, LAMA, CNRS, UMR 8050, F-94010 Creteil, France
Ferrari, Pablo A.
[2
,3
]
Groisman, Pablo
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机构:
Univ Buenos Aires, DM FCEN, RA-1428 Buenos Aires, DF, ArgentinaUniv Paris Est, LAMA, CNRS, UMR 8050, F-94010 Creteil, France
Groisman, Pablo
[3
]
机构:
[1] Univ Paris Est, LAMA, CNRS, UMR 8050, F-94010 Creteil, France
[2] Univ Sao Paulo, BR-05508 Sao Paulo, Brazil
[3] Univ Buenos Aires, DM FCEN, RA-1428 Buenos Aires, DF, Argentina
Consider a continuous-time Markov process with transition rates matrix Q in the state space Lambda boolean OR {0}. In In the associated Fleming-Viot process N particles evolve independently in A with transition rates matrix Q until one of them attempts to jump to state 0. At this moment the particle jumps to one of the positions of the other particles, chosen uniformly at random. When Lambda is finite, we show that the empirical distribution of the particles at a fixed time converges as N -> infinity to the distribution of a single particle at the same time conditioned on not touching {0}. Furthermore, the empirical profile of the unique invariant measure for the Fleming-Viot process with N particles converges as N -> infinity to the unique quasistationary distribution of the one-particle motion. A key element of the approach is to show that the two-particle correlations are of order 1/N.
机构:
Dip. Matematica per le Decisioni, Università di Firenze, I-50134 FirenzeDip. Matematica per le Decisioni, Università di Firenze, I-50134 Firenze
Cerrai S.
Clément P.
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机构:
Dept. of Appl. Mathematical Analysis, Technische Universiteit Delft, 2628 CD DelftDip. Matematica per le Decisioni, Università di Firenze, I-50134 Firenze