QUASISTATIONARY DISTRIBUTIONS AND FLEMING-VIOT PROCESSES IN FINITE SPACES

Consider a continuous-time Markov process with transition rates matrix Q in the state space Lambda boolean OR {0}. In In the associated Fleming-Viot process N particles evolve independently in A with transition rates matrix Q until one of them attempts to jump to state 0. At this moment the particle jumps to one of the positions of the other particles, chosen uniformly at random. When Lambda is finite, we show that the empirical distribution of the particles at a fixed time converges as N -> infinity to the distribution of a single particle at the same time conditioned on not touching {0}. Furthermore, the empirical profile of the unique invariant measure for the Fleming-Viot process with N particles converges as N -> infinity to the unique quasistationary distribution of the one-particle motion. A key element of the approach is to show that the two-particle correlations are of order 1/N.

French Ministry of Education through the ANR[BLAN07-2184264]

French Ministry of Education through the ANR

FAPESP

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Universidad de Buenos Aires[X447], Argentina

Universidad de Buenos Aires, Argentina

ANPCYT[PICT 2008-315]

ANPCyT

CONICET

CONICET[PIP 0613]