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Burdzy K, Kołodziejek B, Tadić T. Stochastic fixed-point equation and local dependence measure. ANN APPL PROBAB 2022. [DOI: 10.1214/21-aap1749] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
| | - Bartosz Kołodziejek
- Faculty of Mathematics and Information Science, Warsaw University of Technology
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Tough O, Nolen J. The Fleming-Viot process with McKean-Vlasov dynamics. ELECTRON J PROBAB 2022. [DOI: 10.1214/22-ejp820] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Kolb M, Liesenfeld M. On non-extinction in a Fleming-Viot-type particle model with Bessel drift. ELECTRON J PROBAB 2022. [DOI: 10.1214/22-ejp866] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/18/2022]
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Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution. LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS 2021. [DOI: 10.30757/alea.v18-01] [Citation(s) in RCA: 4] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/25/2022]
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Cérou F, Delyon B, Guyader A, Rousset M. A central limit theorem for Fleming–Viot particle systems. ANNALES DE L'INSTITUT HENRI POINCARÉ, PROBABILITÉS ET STATISTIQUES 2020. [DOI: 10.1214/19-aihp976] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Benaim M, Cloez B, Panloup F. Stochastic approximation of quasi-stationary distributions on compact spaces and applications. ANN APPL PROBAB 2018. [DOI: 10.1214/17-aap1360] [Citation(s) in RCA: 18] [Impact Index Per Article: 3.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Asselah A, Ferrari PA, Groisman P, Jonckheere M. Fleming–Viot selects the minimal quasi-stationary distribution: The Galton–Watson case. ANNALES DE L'INSTITUT HENRI POINCARÉ, PROBABILITÉS ET STATISTIQUES 2016. [DOI: 10.1214/14-aihp635] [Citation(s) in RCA: 18] [Impact Index Per Article: 2.3] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Villemonais D. General approximation method for the distribution of Markov processes conditioned not to be killed. ESAIM-PROBAB STAT 2014. [DOI: 10.1051/ps/2013045] [Citation(s) in RCA: 21] [Impact Index Per Article: 2.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022]
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Bieniek M, Burdzy K, Pal S. Extinction of Fleming-Viot-type particle systems with strong drift. ELECTRON J PROBAB 2012. [DOI: 10.1214/ejp.v17-1770] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Méléard S, Villemonais D. Quasi-stationary distributions and population processes. PROBABILITY SURVEYS 2012. [DOI: 10.1214/11-ps191] [Citation(s) in RCA: 105] [Impact Index Per Article: 8.8] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Atar R, Athreya S, Chen ZQ. Exit Time, Green Function and Semilinear Elliptic Equations. ELECTRON J PROBAB 2009. [DOI: 10.1214/ejp.v14-597] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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