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

Nicolas Champagnat; Denis Villemonais

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arXiv · 1810.06849

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

Nicolas Champagnat·Denis Villemonais

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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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Nicolas Champagnat, Denis Villemonais. 2018-10-16. Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution. https://arxiv.org/abs/1810.06849

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