Oliver Tough : The Fleming-Viot Particle System with McKean-Vlasov dynamics
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.
- Category: Probability,Uploaded Videos
- Duration: 47:19
- Date: September 17, 2020 at 3:15 PM
- Tags: seminar, probability