Séminaire de Probabilités et Statistique :

Le 22 octobre 2018 à 13:45 - UM - Bât 09 - Salle de conférence (1er étage)

Présentée par Guyader Arnaud - Université Pierre et Marie Curie

Fleming-Viot particle systems: asymptotic behavior and illustration in molecular dynamics

The distribution of a Markov process with killing, conditioned to be still alive at a given time, can be approximated by a Fleming-Viot particle system. In such a system, each particle is simulated independently according to the law of the underlying Markov process, and branches onto another particle at each killing time. The purpose of this talk is to present a central limit theorem for the law of the Fleming-Viot particle system at a given time in the large population limit. We will illustrate this result on an application in molecular dynamics. This is a joint work with Frédéric Cérou, Bernard Delyon and Mathias Rousset.