Abstract
We analyze the connection between front propagation and quasi-stationary distributions in translation invariant one-dimensional Markov processes. We describe the link between them through the microscopic models known as Branching Brownian Motion with selection and Fleming–Viot.
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Acknowledgments
We would like to thank the projects UBACyT 2013–2016 20020120100151BA, PICT 2012-2744 “Stochastic Processes and Statistical Mechanics”, and MathAmSud 777/2011 “Stochastic Structure of Large Interactive Systems” for financial support.
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Dedicated to Chuck Newman on the occasion of his 70th birthday.
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Groisman, P., Jonckheere, M. (2019). Front Propagation and Quasi-Stationary Distributions: Two Faces of the Same Coin. In: Sidoravicius, V. (eds) Sojourns in Probability Theory and Statistical Physics - III. Springer Proceedings in Mathematics & Statistics, vol 300. Springer, Singapore. https://doi.org/10.1007/978-981-15-0302-3_9
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DOI: https://doi.org/10.1007/978-981-15-0302-3_9
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