Fleming-Viot particle system driven by a random walk on
arXiv:1405.0094 · doi:10.1007/s10955-015-1275-0
Abstract
Random walk on with negative drift and absorption at 0, when conditioned on survival, has uncountably many invariant measures (quasi-stationary distributions, qsd) . 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, , as . Furthermore, every other qsd of the random walk (, ) corresponds to a metastable state of the FV particle system.
17 pages, 10 figures