Thumbnail

Fleming-Viot processes : two explicit examples

Cloez, Bertrand; Thai, Marie-Noémie (2016), Fleming-Viot processes : two explicit examples. https://basepub.dauphine.fr/handle/123456789/17394

View/Open
Type
Document de travail / Working paper
Date
2016
Series title
cahier de recherche CEREMADE- Paris-Dauphine
Pages
17
Metadata
Show full item record
Author(s)
Cloez, Bertrand
Mathématiques, Informatique et STatistique pour l'Environnement et l'Agronomie [MISTEA]
Thai, Marie-Noémie
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
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.
Subjects / Keywords
Wasserstein distance; quasi-stationary distributions; Fleming-Viot process