Sie können Bookmarks mittels Listen verwalten, loggen Sie sich dafür bitte in Ihr SLUB Benutzerkonto ein.
Medientyp:
E-Artikel
Titel:
QUASISTATIONARY DISTRIBUTIONS AND FLEMING—VIOT PROCESSES IN FINITE SPACES
Beteiligte:
ASSELAH, AMINE;
FERRARI, PABLO A.;
GROISMAN, PABLO
Erschienen:
Applied Probability Trust, 2011
Erschienen in:Journal of Applied Probability
Sprache:
Englisch
ISSN:
0021-9002
Entstehung:
Anmerkungen:
Beschreibung:
<p>Consider a continuous-time Markov process with transition rates matrix Q in the state space Λ ⋃ {0}. In the associated Fleming—Viot process N particles evolve independently in Λ 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 Λ is finite, we show that the empirical distribution of the particles at a fixed time converges as N → ∞ 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 → ∞ 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.</p>