Fleming–Viot couples live forever
We prove a non-extinction result for Fleming–Viot-type systems of two particles with dynamics described by an arbitrary symmetric Hunt process under the assumption that the reference measure is finite. Additionally, we describe an invariant measure for the system, we discuss its ergodicity, and we p...
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Veröffentlicht in: | Probability theory and related fields 2024-04, Vol.188 (3-4), p.1385-1408 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | We prove a non-extinction result for Fleming–Viot-type systems of two particles with dynamics described by an arbitrary symmetric Hunt process under the assumption that the reference measure is finite. Additionally, we describe an invariant measure for the system, we discuss its ergodicity, and we prove that the reference measure is a stationary measure for the embedded Markov chain of positions of the surviving particle at successive branching times. |
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ISSN: | 0178-8051 1432-2064 |
DOI: | 10.1007/s00440-023-01247-z |