Non-extinction of a Fleming-Viot particle model

• 成果类型: Article
• 署名作者: Bieniek, Mariusz; Burdzy, Krzysztof; Finch, Sam
• 署名单位: University of Washington; University of Washington Seattle; Maria Curie-Sklodowska University; Aarhus University
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-011-0372-5
• 发表日期: 2012
• 页码: 293-332
• 关键词: brownian-motion; exit times; cones

摘要

We consider a branching particle model in which particles move inside a Euclidean domain according to the following rules. The particles move as independent Brownian motions until one of them hits the boundary. This particle is killed but another randomly chosen particle branches into two particles, to keep the population size constant. We prove that the particle population does not approach the boundary simultaneously in a finite time in some Lipschitz domains. This is used to prove a limit theorem for the empirical distribution of the particle family.