Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155437 | Stochastic Processes and their Applications | 2016 | 23 Pages |
Abstract
We show, for a class of discrete Fleming–Viot (or Moran) type particle systems, that the convergence to the equilibrium is exponential for a suitable Wasserstein coupling distance. The approach provides an explicit quantitative estimate on the rate of convergence. As a consequence, we show that the conditioned process converges exponentially fast to a unique quasi-stationary distribution. Moreover, by estimating the two-particle correlations, we prove that the Fleming–Viot process converges, uniformly in time, to the conditioned process with an explicit rate of convergence. We illustrate our results on the examples of the complete graph and of NN particles jumping on two points.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Bertrand Cloez, Marie-Noémie Thai,