• Corpus ID: 119132951

A Central Limit Theorem for Fleming-Viot Particle Systems with Soft Killing

@inproceedings{Crou2016ACL,
  title={A Central Limit Theorem for Fleming-Viot Particle Systems with Soft Killing},
  author={Fr{\'e}d{\'e}ric C{\'e}rou and Bernard Delyon and Arnaud Guyader and Mathias Rousset},
  year={2016}
}
The distribution of a Markov process with killing, conditioned to be still alive at a given time, can be approximated by a Fleming-Viot type 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 consistency of this method in the large population limit was the subject of several recent articles. In the present paper, we go one step forward and prove a central… 

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