A lognormal central limit theorem for particle approximations of normalizing constants (Q2514286): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A lognormal central limit theorem for particle approximations of normalizing constants |
scientific article |
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A lognormal central limit theorem for particle approximations of normalizing constants (English)
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3 February 2015
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Feynman-Kac models
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mean field interacting particle systems
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nonlinear filtering
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particle absorption models
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quasi-invariant measures
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central limit theorems
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