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

Lucas Journel; Pierre Monmarché

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arXiv · 2207.02030

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

Lucas Journel·Pierre Monmarché

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Abstract

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.

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Lucas Journel, Pierre Monmarché. 2022-07-05. Uniform convergence of the Fleming-Viot process in a hard killing metastable case. https://arxiv.org/abs/2207.02030

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