Central limit theorem for nonlinear filtering and interacting particle systems (Q1305406)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem for nonlinear filtering and interacting particle systems |
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Central limit theorem for nonlinear filtering and interacting particle systems (English)
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14 November 1999
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The authors are concerned with the genetic-type interacting particle systems introduced by the first named author [Markov Process. Relat. Fields 2, No. 4, 555-580 (1996; Zbl 0879.60042)]. They study the fluctuations on path spaces of such systems in order to use the results for solving nonlinear filtering problems numerically.
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genetic-type interacting particle systems
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fluctuations on path spaces
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