Quasi stationary distributions and Fleming-Viot processes in countable spaces.
Ferrari, Pablo A., Marić, Nevena (2007)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “A semi-markovian model for the brownian motion”
Quasi stationary distributions and Fleming-Viot processes in countable spaces.
Existence and spatial limit theorems for lattice and continuum particle systems.
Penrose, Mathew D. (2008)
Probability Surveys [electronic only]
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The time for a critical nearest particle system to reach equilibrium starting with a large gap.
Mountford, T.S., Wu, Li-Chau (2005)
Electronic Journal of Probability [electronic only]
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Multiplicative excessive measures and duality between equations of Boltzmann and of branching processes
Masao Nagasawa (1975)
Séminaire de probabilités de Strasbourg
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Semi-Markov reliability models with recurrence times and credit rating applications.
D'Amico, Guglielmo, Janssen, Jacques, Manca, Raimondo (2009)
Journal of Applied Mathematics and Decision Sciences
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General approximation method for the distribution of Markov processes conditioned not to be killed
Denis Villemonais (2014)
ESAIM: Probability and Statistics
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We consider a strong Markov process with killing and prove an approximation method for the distribution of the process conditioned not to be killed when it is observed. The method is based on a Fleming−Viot type particle system with rebirths, whose particles evolve as independent copies of the original strong Markov process and jump onto each others instead of being killed. Our only assumption is that the number of rebirths of the Fleming−Viot type system doesn’t explode in finite time...
Characterization of equilibrium measures for critical reversible Nearest Particle Systems
Thomas Mountford, Li Wu (2008)
Open Mathematics
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We show that for critical reversible attractive Nearest Particle Systems all equilibrium measures are convex combinations of the upper invariant equilibrium measure and the point mass at all zeros, provided the underlying renewal sequence possesses moments of order strictly greater than and obeys some natural regularity conditions.
Growth fluctuations in a class of deposition models
Márton Balázs (2003)
Annales de l'I.H.P. Probabilités et statistiques
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Renewal theorem and Markov chains
David McDonald (1975)
Annales de l'I.H.P. Probabilités et statistiques
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Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering
Pierre Del Moral, Laurent Miclo (2000)
Séminaire de probabilités de Strasbourg
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