Electronic Journal of Probability

Quasi Stationary Distributions and Fleming-Viot Processes in Countable Spaces

Pablo Ferrari and Nevena Maric

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Abstract

We consider an irreducible pure jump Markov process with rates $Q=(q(x,y))$ on $\Lambda\cup\{0\}$ with $\Lambda$ countable and $0$ an absorbing state. A {\em quasi stationary distribution \rm} (QSD) is a probability measure $\nu$ on $\Lambda$ that satisfies: starting with $\nu$, the conditional distribution at time $t$, given that at time $t$ the process has not been absorbed, is still $\nu$. That is, $\nu(x) = \nu P_t(x)/(\sum_{y\in\Lambda}\nu P_t(y))$, with $P_t$ the transition probabilities for the process with rates $Q$.

A Fleming-Viot (FV) process is a system of $N$ particles moving in $\Lambda$. Each particle moves independently with rates $Q$ until it hits the absorbing state $0$; but then instantaneously chooses one of the $N-1$ particles remaining in $\Lambda$ and jumps to its position. Between absorptions each particle moves with rates $Q$ independently.

Under the condition $\alpha:=\sum_{x\in\Lambda}\inf Q(\cdot,x) > \sup Q(\cdot,0):=C$ we prove existence of QSD for $Q$; uniqueness has been proven by Jacka and Roberts. When $\alpha>0$ the FV process is ergodic for each $N$. Under $\alpha>C$ the mean normalized densities of the FV unique stationary measure converge to the QSD of $Q$, as $N \to \infty$; in this limit the variances vanish.

Article information

Source
Electron. J. Probab., Volume 12 (2007), paper no. 24, 684-702.

Dates
Accepted: 28 May 2007
First available in Project Euclid: 1 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ejp/1464818495

Digital Object Identifier
doi:10.1214/EJP.v12-415

Mathematical Reviews number (MathSciNet)
MR2318407

Zentralblatt MATH identifier
1127.60088

Subjects
Primary: 60F
Secondary: 60K35: Interacting random processes; statistical mechanics type models; percolation theory [See also 82B43, 82C43]

Keywords
Quasi stationary distributions Fleming-Viot process

Rights
This work is licensed under aCreative Commons Attribution 3.0 License.

Citation

Ferrari, Pablo; Maric, Nevena. Quasi Stationary Distributions and Fleming-Viot Processes in Countable Spaces. Electron. J. Probab. 12 (2007), paper no. 24, 684--702. doi:10.1214/EJP.v12-415. https://projecteuclid.org/euclid.ejp/1464818495


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