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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-Skƚodowska 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 PDF
 
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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