Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution

Nicolas Champagnat 1, 2 Denis Villemonais 1, 2
2 TOSCA - TO Simulate and CAlibrate stochastic models
CRISAM - Inria Sophia Antipolis - Méditerranée , IECL - Institut Élie Cartan de Lorraine : UMR7502
Abstract : 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.
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Submitted on : Tuesday, October 16, 2018 - 9:15:42 AM
Last modification on : Friday, April 19, 2019 - 4:55:24 PM
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  • HAL Id : hal-01895618, version 1
  • ARXIV : 1810.06849

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Nicolas Champagnat, Denis Villemonais. Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution. 2018. ⟨hal-01895618⟩

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