有界区间内两粒子Fleming-Viot过程的脊。

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Journal of Theoretical Probability Pub Date : 2025-01-01 Epub Date: 2025-02-06 DOI:10.1007/s10959-025-01401-4

Krzysztof Burdzy, János Engländer, Donald E Marshall

引用次数: 0

摘要

我们证明了由布朗运动驱动的弗莱明-维奥过程的脊柱，从两个粒子在有界区间内开始，与布朗运动的脊柱具有永远停留在区间内的不同规律。此外，我们估计了“额外漂移”。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The Spine of Two-Particle Fleming-Viot Process in a Bounded Interval.

We show that the spine of the Fleming-Viot process driven by Brownian motion and starting with two particles in a bounded interval has a different law from that of Brownian motion conditioned to stay in the interval forever. Furthermore, we estimate the "extra drift."

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来源期刊

Journal of Theoretical Probability 数学-统计学与概率论

CiteScore

1.50

自引率

12.50%

发文量

审稿时长

6-12 weeks

期刊介绍： Journal of Theoretical Probability publishes high-quality, original papers in all areas of probability theory, including probability on semigroups, groups, vector spaces, other abstract structures, and random matrices. This multidisciplinary quarterly provides mathematicians and researchers in physics, engineering, statistics, financial mathematics, and computer science with a peer-reviewed forum for the exchange of vital ideas in the field of theoretical probability.