Fleming-Viot particle system driven by a random walk on N\mathbb{N}

preprint2014arXivOpen access

Abstract

Random walk on N\mathbb{N} with negative drift and absorption at 0, when conditioned on survival, has uncountably many invariant measures (quasi-stationary distributions, qsd) νcν_c. We study a Fleming-Viot(FV) particle system driven by this process and show that mean normalized densities of the FV unique stationary measure converge to the minimal qsd, ν0ν_0, as N→∞N \to \infty. Furthermore, every other qsd of the random walk (νcν_c, c>0c>0) corresponds to a metastable state of the FV particle system.

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