A lognormal central limit theorem for particle approximations of normalizing constants (Q2514286)

From MaRDI portal
Revision as of 08:26, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
A lognormal central limit theorem for particle approximations of normalizing constants
scientific article

    Statements

    A lognormal central limit theorem for particle approximations of normalizing constants (English)
    0 references
    0 references
    0 references
    0 references
    3 February 2015
    0 references
    Feynman-Kac models
    0 references
    mean field interacting particle systems
    0 references
    nonlinear filtering
    0 references
    particle absorption models
    0 references
    quasi-invariant measures
    0 references
    central limit theorems
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references