A lognormal central limit theorem for particle approximations of normalizing constants

DOI10.1214/EJP.V19-3428zbMath1308.65014arXiv1307.0181MaRDI QIDQ2514286

Arnaud Doucet, Pierre Del Moral, Jean Bérard

Publication date: 3 February 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.0181

zbMATH Keywords

nonlinear filteringcentral limit theoremsquasi-invariant measuresFeynman-Kac modelsmean field interacting particle systemsparticle absorption models

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Interacting particle systems in time-dependent statistical mechanics (82C22) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic particle methods (65C35)

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