The average time between two occurrences of the same event, referred to as its return time
(or return period), is a useful statistical concept for practical applications. For instance …

Adaptive multilevel splitting (AMS) is a generic Monte Carlo method for Markov processes
that simulates rare events and estimates associated probabilities. Despite its practical …

Fleming–Viot type particle systems represent a classical way to approximate the distribution
of a Markov process with killing, given that it is still alive at a final deterministic time. In this …

We prove under mild conditions that the Fleming-Viot process selects the minimal quasi-
stationary distribution for Markov processes with soft killing on non-compact state spaces …

Higher order fluctuation expansions for stochastic heat equations (SHE) with nonlinear, non-
conservative and conservative noise are obtained. These Edgeworth-type expansions …

We establish the convergences (with respect to the simulation time t; the number of particles
N; the timestep γ) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary …

Large deviations for additive path functionals of stochastic processes have attracted
significant research interest, in particular in the context of stochastic particle systems and …

This article studies the limit of the empirical distribution induced by a mutation-selection multi-
allelic Moran model. Our results include a uniform in time bound for the propagation of …

We consider the Fleming--Viot particle system associated with a continuous-time Markov
chain in a finite space. Assuming irreducibility, it is known that the particle system possesses …

The aim of this paper is to study the large population limit of a binary branching particle
system with Moran type interactions: we introduce a new model where particles evolve …