Coalescent tree based functional representations for some Feynman-Kac particle models
| hal.structure.identifier | Applications of interacting particle systems to statistics [ASPI] | |
| hal.structure.identifier | Laboratoire Jean Alexandre Dieudonné [JAD] | |
| dc.contributor.author | DEL MORAL, Pierre | |
| hal.structure.identifier | Laboratoire Jean Alexandre Dieudonné [JAD] | |
| dc.contributor.author | PATRAS, Frédéric | |
| hal.structure.identifier | Laboratoire Jean Alexandre Dieudonné [JAD] | |
| dc.contributor.author | RUBENTHALER, Sylvain | |
| dc.date.created | 2006 | |
| dc.date.issued | 2006 | |
| dc.description.abstractEn | We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These weak expansions rely on an original combinatorial, and permutation group analysis of a special class of forests. They provide refined non asymptotic propagation of chaos type properties, as well as sharp Lp-mean error bounds, and laws of large numbers for U-statistics. Applications to particle interpretations of the top eigenvalues, and the ground states of Schrödinger semigroups are also discussed. | |
| dc.language.iso | en | |
| dc.subject.en | combinatorial enumeration | |
| dc.subject.en | Feynman-Kac semigroups | |
| dc.subject.en | interacting particle systems | |
| dc.subject.en | trees and forests | |
| dc.subject.en | automorphism groups | |
| dc.subject.en | combinatorial enumeration. | |
| dc.title.en | Coalescent tree based functional representations for some Feynman-Kac particle models | |
| dc.type | Rapport | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| bordeaux.page | 45 | |
| bordeaux.type.institution | INRIA | |
| bordeaux.type.report | rr | |
| hal.identifier | inria-00090242 | |
| hal.version | 1 | |
| hal.audience | Non spécifiée | |
| hal.origin.link | https://hal.archives-ouvertes.fr//inria-00090242v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2006&rft.spage=45&rft.epage=45&rft.au=DEL%20MORAL,%20Pierre&PATRAS,%20Fr%C3%A9d%C3%A9ric&RUBENTHALER,%20Sylvain&rft.genre=unknown |
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