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hal.structure.identifierUniversity of New South Wales [Sydney] [UNSW]
dc.contributor.authorDEL MORAL, Pierre
hal.structure.identifierLaboratoire Jean Alexandre Dieudonné [JAD]
dc.contributor.authorPATRAS, Frédéric
hal.structure.identifierLaboratoire Jean Alexandre Dieudonné [JAD]
dc.contributor.authorRUBENTHALER, Sylvain
dc.date.issued2009
dc.identifier.issn1050-5164
dc.description.abstractEnWe design exact polynomial expansions of a class of Feynman--Kac particle distributions. These expansions are finite and are parametrized by coalescent trees and other related combinatorial quantities. The accuracy of the expansions at any order is related naturally to the number of coalescences of the trees. Our results include an extension of the Wick product formula to interacting particle systems. They also provide refined nonasymptotic propagation of chaos-type properties, as well as sharp $\mathbb{L}_p$-mean error bounds, and laws of large numbers for $U$-statistics.
dc.language.isoen
dc.publisherInstitute of Mathematical Statistics (IMS)
dc.subject.encombinatorial enumeration
dc.subject.entree
dc.subject.enforest
dc.subject.enFeynman-Kac semigroups
dc.subject.eninteracting particle systems
dc.title.enTree based functional expansions for Feynman--Kac particle models
dc.typeArticle de revue
dc.identifier.doi10.1214/08-AAP565
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.subject.halMathématiques [math]/Anneaux et algèbres [math.RA]
dc.identifier.arxiv0906.4249v1
bordeaux.journalThe Annals of Applied Probability
bordeaux.page778–825
bordeaux.peerReviewedoui
hal.identifierhal-00086532
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00086532v1
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