Mathematics > Probability
[Submitted on 11 Oct 2019 (v1), last revised 20 Oct 2020 (this version, v2)]
Title:Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: uniform estimates in a compact soft case
View PDFAbstract:We establish the convergences (with respect to the simulation time $t$; the number of particles $N$; the timestep $\gamma$) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on the $d$-dimensional torus, killed at a smooth rate. In these conditions, quantitative bounds are obtained that, for each parameter ($t\rightarrow \infty$, $N\rightarrow \infty$ or $\gamma\rightarrow 0$) are independent from the two others.
Submission history
From: Pierre Monmarché [view email][v1] Fri, 11 Oct 2019 10:09:42 UTC (24 KB)
[v2] Tue, 20 Oct 2020 13:19:44 UTC (32 KB)
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