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Article Dans Une Revue ALEA : Latin American Journal of Probability and Mathematical Statistics Année : 2016

Fleming-Viot processes: two explicit examples

Résumé

The purpose of this paper is to extend the investigation of the Fleming-Viot process in discrete space started in a previous work to two specific examples. The first one corresponds to a random walk on the complete graph. Due to its geometry, we establish several explicit and optimal formulas for the Fleming-Viot process (invariant distribution, correlations, spectral gap). The second example corresponds to a Markov chain in a two state space. In this case, the study of the Fleming-Viot particle system is reduced to the study of birth and death process with quadratic rates.
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Dates et versions

hal-02633136 , version 1 (27-05-2020)

Identifiants

  • HAL Id : hal-02633136 , version 1
  • PRODINRA : 374066
  • WOS : 000383736000014

Citer

Bertrand Cloez, Marie-Noémie Thai. Fleming-Viot processes: two explicit examples. ALEA : Latin American Journal of Probability and Mathematical Statistics, 2016, 13 (1), pp.337-356. ⟨hal-02633136⟩
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