Abstract
We consider a system of N Brownian particles evolving independently in a domain D. As soon as one particle reaches the boundary it is killed and one of the other particles is chosen uniformly and splits into two independent particles resuming a new cycle of independent motion until the next boundary hit. We prove the hydrodynamic limit for the joint law of the empirical measure process and the average number of visits to the boundary as N approaches infinity.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 111-143 |
| Number of pages | 33 |
| Journal | Stochastic Processes and their Applications |
| Volume | 110 |
| Issue number | 1 |
| DOIs | |
| State | Published - Mar 2004 |
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Keywords
- Absorbing Brownian motion
- Catalytic branching
- Fleming-Viot
- Hydrodynamic limit
ASJC Scopus subject areas
- Statistics, Probability and Uncertainty
- Mathematics(all)
- Statistics and Probability
Cite this
Hydrodynamic limit for a Fleming-Viot type system. / Grigorescu, Ilie; Kang, Min.
In: Stochastic Processes and their Applications, Vol. 110, No. 1, 03.2004, p. 111-143.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Hydrodynamic limit for a Fleming-Viot type system
AU - Grigorescu, Ilie
AU - Kang, Min
PY - 2004/3
Y1 - 2004/3
N2 - We consider a system of N Brownian particles evolving independently in a domain D. As soon as one particle reaches the boundary it is killed and one of the other particles is chosen uniformly and splits into two independent particles resuming a new cycle of independent motion until the next boundary hit. We prove the hydrodynamic limit for the joint law of the empirical measure process and the average number of visits to the boundary as N approaches infinity.
AB - We consider a system of N Brownian particles evolving independently in a domain D. As soon as one particle reaches the boundary it is killed and one of the other particles is chosen uniformly and splits into two independent particles resuming a new cycle of independent motion until the next boundary hit. We prove the hydrodynamic limit for the joint law of the empirical measure process and the average number of visits to the boundary as N approaches infinity.
KW - Absorbing Brownian motion
KW - Catalytic branching
KW - Fleming-Viot
KW - Hydrodynamic limit
UR - http://www.scopus.com/inward/record.url?scp=0742289209&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0742289209&partnerID=8YFLogxK
U2 - 10.1016/j.spa.2003.10.010
DO - 10.1016/j.spa.2003.10.010
M3 - Article
VL - 110
SP - 111
EP - 143
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
SN - 0304-4149
IS - 1
ER -