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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Publication Details

Journal
Journal of Theoretical Probability
Published
2025-02-06
DOI
https://doi.org/10.1007/s10959-025-01401-4
Primary Topic
Stochastic processes and statistical mechanics
Type
article
Field-Weighted Citation Impact
0.00

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article

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

Krzysztof Burdzy B, Donald E. Marshall, János Engländer
Journal of Theoretical Probability
Stochastic processes and statistical mechanics
article

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

Krzysztof Burdzy B, Donald E. Marshall, János Engländer
article en

Abstract

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."

Journal of Theoretical ProbabilityVol. 38(2)
University of Colorado Boulder (US), University of Washington (US)
Simons Foundation
Peace, Justice and strong institutions
Openalex Percentile: Top 95%
Stochastic processes and statistical mechanics
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