Quantitative results for the Fleming-Viot particle system in discrete space

Bertrand Cloez (1) , Marie-Noémie Thai (2)

1 IMT - Institut de Mathématiques de Toulouse UMR5219
2 LAMA - Laboratoire d'Analyse et de Mathématiques Appliquées

We show, for a class of discrete Fleming-Viot 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 the two point space.

Domaines: Probabilités [math.PR]

Bertrand Cloez, Marie-Noémie Thai. Quantitative results for the Fleming-Viot particle system in discrete space. 2013. ⟨hal-00915981⟩