Article
Fleming–Viot Particle System Driven by a Random Walk on \(\mathbb {N}\)
Journal of Statistical Physics
(2015)
Abstract
Random walk on N with negative drift and absorption at 0, when conditioned on survival, has uncountably many invariant measures (quasistationary distributions, qsd ) νc. We study a Fleming-Viot(fv ) particle system driven by this process and show that mean normalized densities of the fv unique stationary measure converge to the minimal qsd , ν0, as N → ∞. Furthermore, every other qsd of the random walk (νc, c > 0) corresponds to a metastable state of the fv particle system.
Disciplines
Publication Date
August 1, 2015
DOI
10.1007/s10955-015-1275-0
Citation Information
Nevena Marić. "Fleming–Viot Particle System Driven by a Random Walk on \(\mathbb {N}\)" Journal of Statistical Physics Vol. 160 Iss. 3 (2015) p. 548 - 560 Available at: http://works.bepress.com/nevena-maric/1/