Uniform convergence of the Fleming-Viot process in a hard killing metastable case
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866910706148835328 |
|---|---|
| author | Journel, Lucas Monmarché, Pierre |
| author_facet | Journel, Lucas Monmarché, Pierre |
| contents | We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of the Fleming-Viot process toward some stationary measure at an exponential rate independent of $N$, the size of the system, as well as uniform in time propagation of chaos estimates. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2207_02030 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Uniform convergence of the Fleming-Viot process in a hard killing metastable case Journel, Lucas Monmarché, Pierre Probability We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of the Fleming-Viot process toward some stationary measure at an exponential rate independent of $N$, the size of the system, as well as uniform in time propagation of chaos estimates. |
| title | Uniform convergence of the Fleming-Viot process in a hard killing metastable case |
| topic | Probability |
| url | https://arxiv.org/abs/2207.02030 |