Abstract
AbstractWe study a particle system without branching but with selection at timepoints depending on a given probability distribution on the positive real line. The hydrodynamic limit of the particle system is identified as the distribution of a Brownian motion conditioned to not having passed the solution of the so-called inverse first-passage time problem. As application we extract a Monte-Carlo method to simulate solutions of the inverse first-passage time problem.
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Cited by
1 articles.
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