The spine of two-particle Fleming-Viot process in a bounded interval
Autor: | Burdzy, Krzysztof, Engländer, János, Marshall, Donald E. |
---|---|
Rok vydání: | 2023 |
Předmět: | |
Druh dokumentu: | Working Paper |
Popis: | We show that the spine of the Fleming-Viot process driven by Brownian motion and starting with two particles in a bounded interval has a different law from that of Brownian motion conditioned to stay in the interval forever. Furthermore, we estimate the ``extra drift.'' |
Databáze: | arXiv |
Externí odkaz: |