|
|
|
| | | | | |
|
|
|
|
|
Tagged Particle Limit for a Fleming-Viot Type System
|
Ilie A Grigorescu and Min Kang, University of Miami and North Carolina State University |
Abstract
We consider a branching system of $N$ Brownian particles evolving
independently in a domain $D$ during any time interval between
boundary hits. As soon as one particle reaches the boundary it is
killed and one of the other particles splits into two independent
particles, the complement of the set $D$ acting as a catalyst or
hard obstacle. Identifying the newly born particle with the one
killed upon contact with the catalyst, we determine the exact law
of the tagged particle as $N$ approaches infinity. In addition, we
show that any finite number of labelled particles become
independent in the limit. Both results can be seen as scaling
limits of a genome population undergoing redistribution present in
the Fleming-Viot dynamics.
|
Full text: PDF
Pages: 311-331
Published on: April 20, 2006
|
Bibliography
- Billingsley, P. Convergence of Probability Measures.
Wiley series in probability and statistics, New York (1968)
Math. Review MR0233396 (38 #1718)
-
Burdzy, K., Hol yst, R., Ingerman, D., March, P. (1996)
Configurational transition in a Fleming-Viot type model and
probabilistic interpretation of Laplacian eigenfunctions J.
Phys. A 29, 2633-2642.
Math. Review number not available
-
Burdzy, K., Hol yst, R., March, P. (2000) A Fleming-Viot
particle representation of the Dirichlet Laplacian Comm. Math.
Phys. 214, no. 3.
Math. Review MR1800866 (2002c:60130)
-
Dawson, D.A. (1992) Infinitely divisible random measures and
superprocesses. In: Stochastic Analysis and Related Topics, H.
K"{o}rezlioglu and A.S. "{U}st"{u}nel, Eds, Boston:
Birkh"{a}user.
Math. Review MR1203373 (94f:60065)
-
Ethier, S., Kurtz, T. (1986)
Markov processes : characterization and convergence. Wiley
series in probability and statistics, New York.
Math. Review MR0838085 (88a:60130)
- Evans, L.C. (1998) Partial Differential Equations
American Mathematical Society, Providence, R.I.
Math. Review MR1625845 (99e:35001)
- Grigorescu, I., Kang, M. (2002)
Brownian motion on the figure eight Journal of Theoretical
Probability, 15 (3): 817-844.
Math. Review MR1922448 (2003f:60144)
- Grigorescu, I., Kang, M.
(2003) Path Collapse for an Inhomogeneous Random Walk. J.
Theoret. Probab. 16, no. 1, 147--159.
Math. Review MR1956825 (2004i:60116)
- Grigorescu, I., Kang, M.
(2005) Ergodic Properties of Multidimensional Brownian Motion
with Rebirth Preprint.
Preprint.
- Grigorescu, Ilie; Kang, Min Path collapse for
multidimensional Brownian motion with rebirth. Statist. Probab.
Lett. 70 (2004), no. 3, 199--209.
Math. Review MR2108086 (2005j:60155)
- Grigorescu, I., Kang, M. (2004)
Hydrodynamic Limit for a Fleming-Viot Type System.
Stochastic Process. Appl. 110, no. 1, 111-143.
Math. Review MR2052139 (2005d:60153)
- Hiraba, S.(2000) Jump-type Fleming-Viot processes
}Adv. in Appl. Probab. 32, no. 1, 140--158.
Math. Review MR1765166 (2001g:60119)
- Ikeda, N., Watanabe, S. (1989) Stochastic Differential
Equations and Diffusion Processes
Second Edition, North-Holland, Amsterdam and Kodansha, Tokyo.
Math. Review MR1011252 (90m:60069)
- Oelschl"{a}ger, K. (1985) A law of large numbers for moderately
interacting diffusion processes Z. Wahrscheinlichkeitstheorie
verw. Gebiete, vol 69, 279-322.
Math. Review MR0779460 (86h:60153)
-
Kipnis, C.; Landim, C. (1999) Scaling Limits of Interacting
Particle Systems}
Springer-Verlag, New York.
Math. Review MR1707314 (2000i:60001)
|
|
|
|
|
|
|
| | | | |
Electronic Journal of Probability. ISSN: 1083-6489 |
|