Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution
Résumé
We prove under mild conditions that the Fleming-Viot process selects the minimal quasi-stationary distribution for Markov processes with soft killing on non-compact state spaces. Our results are applied to multi-dimensional birth and death processes, continuous time Galton-Watson processes and diffusion processes with soft killing.
Origine | Fichiers produits par l'(les) auteur(s) |
---|
Loading...