The Fleming-Viot Particle System with McKean-Vlasov dynamics

The Fleming-Viot Particle System with McKean-Vlasov dynamics

Probability Seminar

Oliver Tough (Duke University, Mathematics)

Thursday, September 17, 2020 -
3:15pm to 4:15pm
Location: 
Zoom link

Quasi-Stationary Distributions (QSDs) describe the long-time behaviour of killed Markov processes. The Fleming-Viot particle system provides a particle representation for the QSD of a Markov process killed upon contact with the boundary of its domain. Whereas previous work has dealt with killed Markov processes, we consider killed McKean-Vlasov processes. We show that the Fleming-Viot particle system with McKean-Vlasov dynamics provides a particle representation for the corresponding QSDs. Joint work with James Nolen.

Last updated: 2020/09/24 - 6:14am