Convergence of U-statistics for interacting particle systems
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Advanced Learning Evolutionary Algorithms [ALEA] | |
| 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.issued | 2009 | |
| dc.description.abstractEn | The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial. When dealing with Feynman-Kac and other interacting particle systems of Monte Carlo type, one faces a new type of problem. Namely, in a sample of N particles obtained through the corresponding algorithms, the distributions of the particles are correlated -although any finite number of them is asymptotically independent with respect to the total number N of particles. In the present article, exploiting the fine asymptotics of particle systems, we prove convergence theorems for U-statistics in this framework. | |
| dc.description.sponsorship | Sécurité et fiabilité des techniques de tatouages - ANR-06-SETI-0009 | |
| dc.language.iso | en | |
| dc.title.en | Convergence of U-statistics for interacting particle systems | |
| dc.type | Rapport | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| bordeaux.page | 20 | |
| bordeaux.type.institution | INRIA | |
| bordeaux.type.report | rr | |
| hal.identifier | inria-00397366 | |
| hal.version | 1 | |
| hal.audience | Non spécifiée | |
| hal.origin.link | https://hal.archives-ouvertes.fr//inria-00397366v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2009&rft.spage=20&rft.epage=20&rft.au=DEL%20MORAL,%20Pierre&PATRAS,%20Fr%C3%A9d%C3%A9ric&RUBENTHALER,%20Sylvain&rft.genre=unknown |
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