Uniform convergence of the Fleming-Viot process in a hard killing metastable case

Lucas Journel (1) , Pierre Monmarché (1)

1 SU - Sorbonne Université

We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of the Fleming-Viot process toward some stationary measure at an exponential rate independent of $N$, the size of the system, as well as uniform in time propagation of chaos estimates.

Domaines: Probabilités [math.PR]; Equations aux dérivées partielles [math.AP]

Lucas Journel, Pierre Monmarché. Uniform convergence of the Fleming-Viot process in a hard killing metastable case. 2022. ⟨hal-03762609⟩