Extinction of Fleming-Viot-type particle systems with strong drift
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1. | Title | Title of document | Extinction of Fleming-Viot-type particle systems with strong drift |
2. | Creator | Author's name, affiliation, country | Mariusz Bieniek; Maria Curie-SkĘodowska University; Poland |
2. | Creator | Author's name, affiliation, country | Krzysztof Burdzy; University of Washington; United States |
2. | Creator | Author's name, affiliation, country | Soumik Pal; University of Washington; United States |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Fleming-Viot particle system; extinction |
3. | Subject | Subject classification | 60G17 |
4. | Description | Abstract | We consider a Fleming-Viot-type particle system consisting of independently moving particles that are killed on the boundary of a domain. At the time of death of a particle, another particle branches. If there are only two particles and the underlying motion is a Bessel process on $(0,\infty)$, both particles converge to 0 at a finite time if and only if the dimension of the Bessel process is less than 0. If the underlying diffusion is Brownian motion with a drift stronger than (but arbitrarily close to, in a suitable sense) the drift of a Bessel process, all particles converge to 0 at a finite time, for any number of particles. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | NSF (USA); MNiSW (Poland) |
7. | Date | (YYYY-MM-DD) | 2012-01-29 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/1770 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v17-1770 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 17 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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