DEL MORAL, Pierre; PATRAS, Frédéric; RUBENTHALER, Sylvain

doi:10.1214/08-AAP565

Metadatos

Mostrar el registro completo del ítem

Licencia de uso del documento

DEL MORAL, Pierre
University of New South Wales [Sydney] [UNSW]

PATRAS, Frédéric
Laboratoire Jean Alexandre Dieudonné [JAD]

RUBENTHALER, Sylvain
Laboratoire Jean Alexandre Dieudonné [JAD]

Idioma

Article de revue

Este ítem está publicado en

The Annals of Applied Probability. 2009p. 778–825

Institute of Mathematical Statistics (IMS)

Resumen en inglés

We 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.< Leer menos

Palabras clave en inglés

combinatorial enumeration

tree

forest

Feynman-Kac semigroups

interacting particle systems

Metadatos

Licencia de uso del documento

Tree based functional expansions for Feynman--Kac particle models

Idioma

Este ítem está publicado en

Resumen en inglés

Palabras clave en inglés

DOI

Orígen

Centros de investigación