Hydrodynamic limit for a Fleming-Viot type system

Ilie Grigorescu, Min Kang

Research output: Contribution to journalArticle

28 Citations (Scopus)

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 languageEnglish (US)
Pages (from-to)111-143
Number of pages33
JournalStochastic Processes and their Applications
Volume110
Issue number1
DOIs
StatePublished - Mar 2004

Fingerprint

Hydrodynamic Limit
Type Systems
Hydrodynamics
Empirical Measures
Hits
Infinity
Cycle
Motion

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 journalArticle

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