Fleming-Viot selects the minimal quasi-stationary distribution: The Galton-Watson case - Laboratoire d'Analyse et de Mathématiques Appliquées Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2012

Fleming-Viot selects the minimal quasi-stationary distribution: The Galton-Watson case

Résumé

Consider N particles moving independently, each one according to a subcritical continuous-time Galton-Watson process unless it hits 0, at which time it jumps instantaneously to the position of one of the other particles chosen uniformly at random. The resulting dynamics is called Fleming-Viot process. We show that for each N there exists a unique invariant measure for the Fleming-Viot process, and that its stationary empirical distribution converges, as N goes to infinity, to the minimal quasi-stationary distribution of the Galton-Watson process conditioned on non-extinction.

Dates et versions

hal-00795847 , version 1 (01-03-2013)

Identifiants

Citer

Amine Asselah, Pablo A. Ferrari, Pablo Groisman, Matthieu Jonckheere. Fleming-Viot selects the minimal quasi-stationary distribution: The Galton-Watson case. 2012. ⟨hal-00795847⟩
45 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More