AN ANALYTIC APPROACH TO FLEMING-VIOT PROCESSES WITH INTERACTIVE SELECTION
成果类型:
Article
署名作者:
OVERBECK, L; ROCKNER, M; SCHMULAND, B
署名单位:
University of Alberta
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/aop/1176988374
发表日期:
1995
页码:
1-36
关键词:
markov-processes
摘要:
We study a class of (nonsymmetric) Dirichlet forms (E, D(E)) having a space of measures as state space E and derive some general results about them. We show that under certain conditions they ''generate'' diffusion processes M. In particular, if M is ergodic and (E, D(E)) is symmetric w.r.t. quasi-every starting point, the large deviations of the empirical distribution of M are governed by E. We apply all of this to construct Fleming-Viot processes with interactive selection and prove some results on their behavior. Among other things, we show some support properties for these processes using capacitary methods.