A lognormal central limit theorem for particle approximations of normalizing constants (Q2514286)
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scientific article; zbMATH DE number 6394950
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| English | A lognormal central limit theorem for particle approximations of normalizing constants |
scientific article; zbMATH DE number 6394950 |
Statements
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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0.8747384
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0.87391394
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0.8710724
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0.8705611
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0.86921513
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0.8691484
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0.8682449
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