Fleming–Viot invariant-measure conjecture for Yaglom limits

Let Z=(Zt,t0)Z=(Z_t,t\geq0) be a Markov driving process on Λ{0}\Lambda\cup\{0\}, with 00 absorbing, and let τ\tau be its absorption time. For N2N\geq2, let ξt=(ξt(1),,ξt(N))ΛN\xi_t=(\xi_t(1),\ldots,\xi_t(N))\in\Lambda^N be the Fleming–Viot process driven by ZZ, and define its empirical measure by

μtN=1Ni=1Nδξt(i).\mu_t^N=\frac1N\sum_{i=1}^N\delta_{\xi_t(i)}.

A Yaglom limit is a probability measure ν\nu describing the limiting law of ZtZ_t conditioned on survival. Fleming–Viot invariant-measure conjecture. If the driving process ZZ has a Yaglom limit ν\nu, then the Fleming–Viot process driven by ZZ is ergodic, with a unique invariant measure λN\lambda^N, and the empirical measures distributed according to λN\lambda^N converge to ν\nu. The finite-time convergence of the empirical measures to the conditioned evolution is stated as proved in the source, while this fixed-NN ergodicity and invariant-measure limit is presented as an expected general principle.

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Primary source

Pablo Groisman and Matthieu Jonckheere, “Front propagation and quasi-stationary distributions: the same selection principle?”, arXiv:1304.4847 (2013).

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