Quantitative results for the Fleming–Viot particle system and quasi-stationary distributions in discrete space

Bertrand Cloez and Marie-Noémie Thai

Stochastic Processes and their Applications, 2016, vol. 126, issue 3, 680-702

Abstract: We show, for a class of discrete Fleming–Viot (or Moran) type particle systems, that the convergence to the equilibrium is exponential for a suitable Wasserstein coupling distance. The approach provides an explicit quantitative estimate on the rate of convergence. As a consequence, we show that the conditioned process converges exponentially fast to a unique quasi-stationary distribution. Moreover, by estimating the two-particle correlations, we prove that the Fleming–Viot process converges, uniformly in time, to the conditioned process with an explicit rate of convergence. We illustrate our results on the examples of the complete graph and of N particles jumping on two points.

Keywords: Fleming–Viot process; quasi-stationary distributions; Coupling; Wasserstein distance; Chaos propagation; Commutation relation (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304414915002446
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:126:y:2016:i:3:p:680-702

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spa.2015.09.016

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().