Skip to Main content Skip to Navigation
New interface
Journal articles

Quantitative results for the Fleming–Viot particle system and quasi-stationary distributions in discrete space

Abstract : We show, for a class of discrete Fleming–Viot (or Moran) type particle systems, that the convergence to the equilibrium is exponential for a suitable Wasserstein coupling distance. The approach provides an explicit quantitative estimate on the rate of convergence. As a consequence, we show that the conditioned process converges exponentially fast to a unique quasi-stationary distribution. Moreover, by estimating the two-particle correlations, we prove that the Fleming–Viot process converges, uniformly in time, to the conditioned process with an explicit rate of convergence. We illustrate our results on the examples of the complete graph and of N particles jumping on two points.
Document type :
Journal articles
Complete list of metadata

https://hal.inrae.fr/hal-02636688
Contributor : Migration ProdInra Connect in order to contact the contributor
Submitted on : Wednesday, May 27, 2020 - 9:09:00 PM
Last modification on : Tuesday, October 25, 2022 - 4:20:22 PM

Links full text

Identifiers

Citation

Bertrand Cloez, Marie-Noémie Thai. Quantitative results for the Fleming–Viot particle system and quasi-stationary distributions in discrete space. Stochastic Processes and their Applications, 2016, 126 (3), pp.680-702. ⟨10.1016/j.spa.2015.09.016⟩. ⟨hal-02636688⟩

Share

Metrics

Record views

19