QUASISTATIONARY DISTRIBUTIONS AND FLEMING-VIOT PROCESSES IN FINITE SPACES

被引:30
|
作者
Asselah, Amine [1 ]
Ferrari, Pablo A. [2 ,3 ]
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
基金
巴西圣保罗研究基金会;
关键词
Quasistationary distribution; Fleming-Viot process; SYSTEM; LIMIT;
D O I
10.1239/jap/1308662630
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
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.
引用
收藏
页码:322 / 332
页数:11
相关论文
共 50 条