Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution
作者： Nicolas Champagnat , Denis Villemonais
DOI: 10.30757/ALEA.V16-49
关键词: Birth–death process 、 Diffusion (business) 、 State (functional analysis) 、 Distribution (mathematics) 、 Mathematics 、 Convergence (routing) 、 Applied mathematics 、 Fleming–Viot process 、 Stationary distribution 、 Markov process 、 Statistics and Probability
摘要: We prove under mild conditions that the Fleming-Viot process selects 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 diffusion killing.
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