A Berry-Esseen theorem for Feynman-Kac and interacting particle models
hal.structure.identifier | Laboratoire Jean Alexandre Dieudonné [JAD] | |
dc.contributor.author | DEL MORAL, Pierre | |
hal.structure.identifier | Institut Élie Cartan de Nancy [IECN] | |
dc.contributor.author | TINDEL, Samy | |
dc.date.created | 2005 | |
dc.date.issued | 2005 | |
dc.identifier.issn | 1050-5164 | |
dc.description.abstractEn | 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 martingale sequences combined with original exponential concentration estimates of interacting processes. These results extend the corresponding statements in the classical theory and apply to a class of branching and genealogical path-particle models arising in non linear filtering literature as well as in statistical physics and biology. | |
dc.language.iso | en | |
dc.publisher | Institute of Mathematical Statistics (IMS) | |
dc.title.en | A Berry-Esseen theorem for Feynman-Kac and interacting particle models | |
dc.type | Article de revue | |
dc.identifier.doi | 10.1214/105051604000000792 | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
bordeaux.journal | The Annals of Applied Probability | |
bordeaux.page | 941-962 | |
bordeaux.volume | 15 | |
bordeaux.issue | 1B | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-00151039 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Non spécifiée | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-00151039v1 | |
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