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Abstract
The aim of this paper is to study the large population limit of a new collection of interacting particle systems (IPS) that encompasses branching models and fixed size Moran type IPS (see (J. Phys. A 29 (1996) 2633–2642); (Comm. Math. Phys. 214 (2000) 679–703); (Feynman–Kac Formulae: Genealogical and Interacting Particle Systems with Applications (2004) Springer-Verlag); (Mean Field Simulation for Monte Carlo Integration (2013) CRC Press); (ESAIM Probab. Stat. 18 (2014) 441–467)). We define an IPS where particles evolve, reproduce and die independently and, with a probability that may depend on the configuration of the whole system, the death of a particle may trigger the reproduction of another particle, while a branching event may trigger the death of an other one. We study the occupation measure of the new model, explicitly relating it to the Feynman–Kac semigroup of the underlying Markov evolution and quantifying the L 2 distance between their normalisations. We show that our model outperforms the fixed size Moran type IPS when used to approximate a birth and death process. We discuss several other applications of our model including the neutron transport equation (Cox et al. (2020); Stochastic Neutron Transport and Non-local Branching Markov Processes (2023) Birkhäuser) and population size dynamics.
| Original language | English |
|---|---|
| Pages (from-to) | 917-952 |
| Number of pages | 36 |
| Journal | Annales de l'Institut Henri Poincaré: Probabilités et Statistiques |
| Volume | 61 |
| Issue number | 2 |
| Early online date | 30 Apr 2025 |
| DOIs | |
| Publication status | Published - 31 May 2025 |
Acknowledgements
The authors would like to thank the anonymous referee for their constructive comments that improved the exposition and quality of this paper.Funding
The first author was support by EPSRC Grants EP/P009220/1 and EP/W026899/1. The second author was also support by EPSRC grant EP/W026899/1.
| Funders | Funder number |
|---|---|
| Engineering and Physical Sciences Research Council | EP/P009220/1, EP/W026899/1 |
Keywords
- math.PR
- Many-to-one
- Interacting particle systems
- Markov processes
- Branching processes
- Birth-and-death process
- Moran model
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
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Mathematical Theory of Radiation Transport: Nuclear Technology Frontiers (MATHRAD):
Pryer, T. (PI), Cox, A. (CoI), Kyprianou, A. (CoI) & Hattam, L. (Researcher)
Engineering and Physical Sciences Research Council
1/01/23 → 30/11/27
Project: Research council
-
Stochastic Analysis of the Neutron Transport Equation and Applications to Nuclear Safety
Kyprianou, A. (PI), Cox, A. (CoI) & Harris, S. (CoI)
Engineering and Physical Sciences Research Council
16/05/17 → 31/12/21
Project: Research council
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