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