Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: uniform estimates in a compact soft case. p, li { white-space: pre-wrap; }

Abstract

We establish the convergences (with respect to the simulation time $t$; the number of particles $N$; the timestep $\gamma$) 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 ($t\rightarrow \infty$, $N\rightarrow \infty$ or $\gamma\rightarrow 0$) are independent from the two others. p, li { white-space: pre-wrap; }