Extinction of Fleming-Viot-type particle systems with strong drift
Krzysztof Burdzy (University of Washington)
Soumik Pal (University of Washington)
Abstract
We consider a Fleming-Viot-type particle system consisting of independently moving particles that are killed on the boundary of a domain. At the time of death of a particle, another particle branches. If there are only two particles and the underlying motion is a Bessel process on $(0,\infty)$, both particles converge to 0 at a finite time if and only if the dimension of the Bessel process is less than 0. If the underlying diffusion is Brownian motion with a drift stronger than (but arbitrarily close to, in a suitable sense) the drift of a Bessel process, all particles converge to 0 at a finite time, for any number of particles.
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Pages: 1-15
Publication Date: January 29, 2012
DOI: 10.1214/EJP.v17-1770
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