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Quantitative results for the Fleming-Viot Particle system and quasi-stationary distributions in discrete space

Research paper by Bertrand Cloez, Marie-Noémie Thai

Indexed on: 28 Jul '14Published on: 28 Jul '14Published in: Mathematics - Probability



Abstract

We show, for a class of discrete Fleming-Viot (or Moran) type particle systems, that the convergence to the equilibrium is exponential for a suitable Wassertein coupling distance. The approach provides an explicit quantitative estimate on the rate of convergence. As a consequence, we show that the conditioned process converges exponentially fast to a unique quasi-stationary distribution. Moreover, by estimating the two-particle correlations, we prove that the Fleming-Viot process converges, uniformly in time, to the conditioned process with an explicit rate of convergence. We illustrate our results on the examples of the complete graph and of N particles jumping on two points.