Non-extinction of a Fleming-Viot particle model

被引:0
作者
Mariusz Bieniek
Krzysztof Burdzy
Sam Finch
机构
[1] Maria Curie Skłodowska University,Institute of Mathematics
[2] University of Washington,Department of Mathematics
[3] BiRC,undefined
[4] Aarhus University,undefined
来源
Probability Theory and Related Fields | 2012年 / 153卷
关键词
Brownian motion; Branching particle system; 60J65; 60J80;
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中图分类号
学科分类号
摘要
We consider a branching particle model in which particles move inside a Euclidean domain according to the following rules. The particles move as independent Brownian motions until one of them hits the boundary. This particle is killed but another randomly chosen particle branches into two particles, to keep the population size constant. We prove that the particle population does not approach the boundary simultaneously in a finite time in some Lipschitz domains. This is used to prove a limit theorem for the empirical distribution of the particle family.
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页码:293 / 332
页数:39
相关论文
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