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ASYMPTOTIC BEHAVIOR OF THE MORAN PARTICLE SYSTEM
Journal article

ASYMPTOTIC BEHAVIOR OF THE MORAN PARTICLE SYSTEM

Abstract

The asymptotic behavior is studied for an interacting particle system that involves independent motion and random sampling. For a fixed sampling rate, the empirical process of the particle system converges to the Fleming-Viot process when the number of particles approaches ∞. If the sampling rate approaches 0 as the number of particles becomes large, the corresponding empirical process will converge to the deterministic flow of the motion. In the main results of this paper, we study the corresponding central limit theorems and large deviations. Both the Gaussian limits and the large deviations depend on the sampling scales explicitly.

Authors

FENG S; XIONG J

Journal

Advances in Applied Probability, Vol. 45, No. 2, pp. 379–397

Publication Date

June 1, 2013

ISSN

0001-8678

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