A Berry-Esseen theorem for Feynman-Kac and interacting particle models
Langue
en
Article de revue
Ce document a été publié dans
The Annals of Applied Probability. 2005, vol. 15, n° 1B, p. 941-962
Institute of Mathematical Statistics (IMS)
Résumé en anglais
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feynman-Kac particle approximation models. We design an original approach based on new Berry-Esseen type estimates for abstract ...Lire la suite >