Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 2006, Volume 51, Issue 3, Pages 552–582
DOI: https://doi.org/10.4213/tvp39
(Mi tvp39)
 

This article is cited in 10 scientific papers (total in 10 papers)

Sharp propagation of chaos estimates for Feynmann–Kac particle models

P. Del Morala, A. Doucetb, G. W. Petersc

a Université Paul Sabatier
b University of British Columbia
c University of New South Wales, School of Mathematics and Statistics
References:
Abstract: This article is concerned with the propagation-of-chaos properties of genetic-type particle models. This class of models arises in a variety of scientific disciplines including theoretical physics, macromolecular biology, engineering sciences, and more particularly in computational statistics and advanced signal processing. From the pure mathematical point of view, these interacting particle systems can be regarded as a mean field particle interpretation of a class of Feynman-Kac measures on path spaces. In the present paper, we design an original integration theory of propagation of chaos based on the fluctuation analysis of a class of interacting particle random fields. We provide analytic functional representations of the distributions of finite particle blocks, yielding what seems to be the first result of this kind for interacting particle systems. These asymptotic expansions are expressed in terms of the limiting Feynman-Kac semigroups and a class of interacting jump operators. These results provide both sharp estimates of the negligible bias introduced by the interaction mechanisms, and central limit theorems for nondegenerate $U$-statistics and von Mises statistics associated with genealogical tree models. Applications to nonlinear filtering problems and interacting Markov chain Monte Carlo algorithms are discussed.
Keywords: Interacting particle systems, historical and genealogical tree models, propagation of chaos, central limit theorems, Gaussian fields.
Received: 22.08.2005
English version:
Theory of Probability and its Applications, 2007, Volume 51, Issue 3, Pages 459–485
DOI: https://doi.org/10.1137/S0040585X97982529
Bibliographic databases:
Language: English
Citation: P. Del Moral, A. Doucet, G. W. Peters, “Sharp propagation of chaos estimates for Feynmann–Kac particle models”, Teor. Veroyatnost. i Primenen., 51:3 (2006), 552–582; Theory Probab. Appl., 51:3 (2007), 459–485
Citation in format AMSBIB
\Bibitem{DelDouPet06}
\by P.~Del Moral, A.~Doucet, G.~W.~Peters
\paper Sharp propagation of chaos estimates for Feynmann--Kac particle models
\jour Teor. Veroyatnost. i Primenen.
\yr 2006
\vol 51
\issue 3
\pages 552--582
\mathnet{http://mi.mathnet.ru/tvp39}
\crossref{https://doi.org/10.4213/tvp39}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2325545}
\zmath{https://zbmath.org/?q=an:1156.60072}
\elib{https://elibrary.ru/item.asp?id=9275439}
\transl
\jour Theory Probab. Appl.
\yr 2007
\vol 51
\issue 3
\pages 459--485
\crossref{https://doi.org/10.1137/S0040585X97982529}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000250344800005}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-35349012990}
Linking options:
  • https://www.mathnet.ru/eng/tvp39
  • https://doi.org/10.4213/tvp39
  • https://www.mathnet.ru/eng/tvp/v51/i3/p552
  • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024