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dc.contributor.authorCorujo, Josué
dc.date.accessioned2021-03-24T10:34:32Z
dc.date.available2021-03-24T10:34:32Z
dc.date.issued2021-01
dc.identifier.issn0304-4149
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/21656
dc.language.isoenen
dc.subjectQuasi-stationary distributionen
dc.subjectFleming–Viot type particle systemen
dc.subjectMoran type modelen
dc.subjectPropagation of chaosen
dc.subjectErgodicityen
dc.subject.ddc519en
dc.titleDynamics of a Fleming–Viot type particle system on the cycle graphen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe study the Fleming–Viot particle process formed by interacting continuous-time asymmetric random walks on the cycle graph, with uniform killing. We show that this model has a remarkable exact solvability, despite the fact that it is non-reversible with non-explicit invariant distribution. Our main results include quantitative propagation of chaos and exponential ergodicity with explicit constants, as well as formulas for covariances at equilibrium in terms of the Chebyshev polynomials. We also obtain a bound uniform in time for the convergence of the proportion of particles in each state when the number of particles goes to infinity.en
dc.relation.isversionofjnlnameStochastic Processes and their Applications
dc.relation.isversionofjnlvol136en
dc.relation.isversionofjnldate2021-06
dc.relation.isversionofjnlpages57-91en
dc.relation.isversionofdoi10.1016/j.spa.2021.02.001en
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-02447747v2en
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2021-03-24T10:30:56Z
hal.person.labIds60$$$1954


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