Volume 26, 2022
|Page(s)||1 - 25|
|Published online||13 January 2022|
Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case
LJLL, Sorbonne Université.
LJLL and LCT, Sorbonne Université.
* Corresponding author: firstname.lastname@example.org
Accepted: 17 December 2021
We establish the convergences (with respect to the simulation time t; the number of particles N; the timestep γ) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on the d-dimensional torus, killed at a smooth rate. In these conditions, quantitative bounds are obtained that, for each parameter (t →∞, N →∞ or γ → 0) are independent from the two others.
Mathematics Subject Classification: 65C35 / 65C40 / 60J22
Key words: Quasi-stationary distribution / interacting particle system / Wasserstein distance / couplings / propagation of chaos
© The authors. Published by EDP Sciences, SMAI 2022
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