Front Propagation and Quasi-Stationary Distributions: Two Faces of the Same Coin

  • Pablo GroismanEmail author
  • Matthieu Jonckheere
Conference paper
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 300)


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.


Selection principle Quasi-stationary distributions Branching brownian motion with selection Traveling waves 



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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© Springer Nature Singapore Pte Ltd. 2019

Authors and Affiliations

  1. 1.Departamento de Matemática, FCENUniversidad de Buenos Aires, IMAS-CONICETBuenos AiresArgentina
  2. 2.NYU-ECNU Institute of Mathematical Sciences at NYU ShanghaiShanghaiChina
  3. 3.Instituto de Cálculo, FCENUniversidad de Buenos Aires and IMAS-CONICETBuenos AiresArgentina

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