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Pré-Publication, Document De Travail Année : 2016

FLEMING-VIOT PROCESSES : TWO EXPLICIT EXAMPLES

Résumé

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.
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Dates et versions

hal-01278923 , version 1 (25-02-2016)

Identifiants

  • HAL Id : hal-01278923 , version 1

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Bertrand Cloez, Marie-Noémie Thai. FLEMING-VIOT PROCESSES : TWO EXPLICIT EXAMPLES. 2016. ⟨hal-01278923⟩
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