Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case
Abstract
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.
Origin : Publication funded by an institution