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The Fleming-Viot Particle System with McKean-Vlasov dynamics

Probability Seminar
Thursday, September 17, 2020
3:15 pm - 4:15 pm
Oliver Tough

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.

Contact: Oliver Tough