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2012 Extinction of Fleming-Viot-type particle systems with strong drift
Mariusz Bieniek, Krzysztof Burdzy, Soumik Pal
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Electron. J. Probab. 17: 1-15 (2012). DOI: 10.1214/EJP.v17-1770

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.

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Mariusz Bieniek. Krzysztof Burdzy. Soumik Pal. "Extinction of Fleming-Viot-type particle systems with strong drift." Electron. J. Probab. 17 1 - 15, 2012. https://doi.org/10.1214/EJP.v17-1770

Information

Accepted: 29 January 2012; Published: 2012
First available in Project Euclid: 4 June 2016

zbMATH: 1258.60031
MathSciNet: MR2878790
Digital Object Identifier: 10.1214/EJP.v17-1770

Subjects:
Primary: 60G17

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