On the spine of two-particle Fleming-Viot process driven by Brownian motion
Krzysztof Burdzy, Tvrtko Tadi\'c
TL;DR
This paper investigates the properties of the spine in a two-particle Fleming-Viot process driven by Brownian motion, revealing it does not follow the Bessel-3 process as previously assumed.
Contribution
It demonstrates that the spine of this process diverges from the Bessel-3 process, providing new insights into the process's structure.
Findings
The spine is not a Bessel-3 process.
Provides a counterexample to common assumptions.
Enhances understanding of Fleming-Viot process dynamics.
Abstract
The spine of two-particles Fleming-Viot process driven by Brownian motion is not a Bessel-3 process.
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Taxonomy
TopicsStochastic processes and financial applications · Complex Systems and Time Series Analysis · Stochastic processes and statistical mechanics