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arXiv 1111.0078math.PR
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具有强漂移的Fleming-Viot型粒子系统的灭绝

Extinction of Fleming-Viot-type particle systems with strong drift

Mariusz Bieniek, Krzysztof Burdzy, Soumik Pal

摘要:

我们考虑一个Fleming-Viot型粒子系统,由独立运动的粒子组成,这些粒子在域的边界上被杀死。当一个粒子死亡时,另一个粒子会分支。如果只有两个粒子,并且基本运动是$(0,\infty)$上的贝塞尔过程,当且仅当贝塞尔过程的维数小于0时,两个粒子在有限时间收敛到0。如果底层扩散是布朗运动,其漂移比贝塞尔过程的漂移更强(但在适当的意义上任意接近),则对于任何数量的粒子,所有粒子在有限时间收敛到0。

英文摘要:

We consider a Fleming-Viot-type particle system consisting of independently moving particles that are killed on the boundary of a domain. At the time of death of a particle, another particle branches. If there are only two particles and the underlying motion is a Bessel process on $(0,\infty)$, both particles converge to 0 at a finite time if and only if the dimension of the Bessel process is less than 0. If the underlying diffusion is Brownian motion with a drift stronger than (but arbitrarily close to, in a suitable sense) the drift of a Bessel process, all particles converge to 0 at a finite time, for any number of particles.

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