A Berry-Esseen theorem for Feynman-Kac and interacting particle models
| dc.creator | Del Moral, Pierre | |
| dc.creator | Tindel, Samy | |
| dc.date | 2005-03-24 | |
| dc.date.accessioned | 2026-07-07T05:18:19Z | |
| dc.date.available | 2026-07-07T05:18:19Z | |
| dc.description | 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 nonlinear filtering literature as well as in statistical physics and biology. | |
| dc.description | Published at http://dx.doi.org/10.1214/105051604000000792 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0503522 | |
| dc.identifier | http://arxiv.org/abs/math/0503522 | |
| dc.identifier | Annals of Applied Probability 2005, Vol. 15, No. 1B, 941-962 | |
| dc.identifier | doi:10.1214/105051604000000792 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/74621 | |
| dc.subject | Probability | |
| dc.subject | 65C05, 65C35, 65C40 (Primary) | |
| dc.title | A Berry-Esseen theorem for Feynman-Kac and interacting particle models | |
| dc.type | text |