A duality formula for Feynman-Kac path particle models (Q2346892): Difference between revisions
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Revision as of 02:29, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | A duality formula for Feynman-Kac path particle models |
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A duality formula for Feynman-Kac path particle models (English)
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5 June 2015
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This paper studies a new duality formula between genetic type genealogical tree based particle models and Feynman-Kac measures on path spaces. The authors analyze the rate of convergence to equilibrium in terms of the ratio of the length of the trajectories to the number of particles. The analysis relies on a tree-based functional and combinatorial representation of a class of Feynman-Kac particle models with a frozen ancestral line.
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Feynman-Kac particle models
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duality formula
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Markov chains
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Gibbs-Glauber dynamics
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