Uniform convergence of the Fleming-Viot process in a hard killing metastable case

Autor:	Journel, Lucas, Monmarché, Pierre
Rok vydání:	2022
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of the Fleming-Viot process toward some stationary measure at an exponential rate independent of $N$, the size of the system, as well as uniform in time propagation of chaos estimates.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2207.02030 Zobrazit plný text záznamu View this record from Arxiv