Quantitative results for the Fleming–Viot particle system and quasi-stationary distributions in discrete space
作者： Bertrand Cloez , Marie-Noémie Thai
DOI: 10.1016/J.SPA.2015.09.016
关键词: Distribution (mathematics) 、 Rate of convergence 、 Applied mathematics 、 Mathematics 、 Complete graph 、 Mathematical analysis 、 Fleming–Viot process 、 Exponential function 、 Discrete space 、 Particle system 、 Convergence (routing)
摘要: We show, for a class of discrete Fleming–Viot (or Moran) type particle systems, that the convergence to equilibrium is exponential suitable Wasserstein coupling distance. The approach provides an explicit quantitative estimate on rate convergence. As consequence, we show conditioned process converges exponentially fast unique quasi-stationary distribution. Moreover, by estimating two-particle correlations, prove converges, uniformly in time, with illustrate our results examples complete graph and N particles jumping two points.
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