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 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=The%20Annals%20of%20Applied%20Probability&rft.date=2005&rft.volume=15&rft.issue=1B&rft.spage=941-962&rft.epage=941-962&rft.eissn=1050-5164&rft.issn=1050-5164&rft.au=DEL%20MORAL,%20Pierre&TINDEL,%20Samy&rft.genre=article |
Fichier(s) constituant ce document
| Fichiers | Taille | Format | Vue |
|---|---|---|---|
|
Il n'y a pas de fichiers associés à ce document. |
|||