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Uniform convergence of the Fleming-Viot process in a hard killing metastable case

Published 5 Jul 2022 in math.PR | (2207.02030v3)

Abstract: We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of the Fleming-Viot process toward some stationary measure at an exponential rate independent of $N$, the size of the system, as well as uniform in time propagation of chaos estimates.

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