Uniform convergence of the Fleming-Viot process in a hard killing metastable case
Lucas Journel, Pierre Monmarch\'e

TL;DR
This paper proves that a Fleming-Viot process, modeling a metastable diffusion with killing, converges exponentially fast to a stationary measure uniformly over time, with results independent of system size.
Contribution
It establishes the exponential convergence and uniform propagation of chaos for the Fleming-Viot process in a metastable setting, using a coupling approach.
Findings
Exponential convergence to stationary measure.
Uniform in time propagation of chaos.
Convergence rate independent of system size.
Abstract
We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of the Fleming-Viot process toward some stationary measure at an exponential rate independent of , the size of the system, as well as uniform in time propagation of chaos estimates.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsAdvanced Thermodynamics and Statistical Mechanics · Stochastic processes and statistical mechanics · Complex Systems and Time Series Analysis
