Central limit theorem for nonlinear filtering and interacting particle systems

DOI10.1214/aoap/1029962742zbMath0938.60022OpenAlexW1991485569WikidataQ56503233 ScholiaQ56503233MaRDI QIDQ1305406

Alice Guionnet, Pierre Del Moral

Publication date: 14 November 1999

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1029962742

zbMATH Keywords

fluctuations on path spacesgenetic-type interacting particle systems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic approximation (62L20)

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Cites Work

• Isomorphisms of genetic algorithms
• Symmetric statistics, Poisson point processes, and multiple Wiener integrals
• Nonlinear filtering and measure-valued processes
• Stochastic processes and filtering theory
• Methode de laplace: etude variationnelle des fluctuations de diffusions de type
• Central limit theorem for a system of Markovian particles with mean field interactions
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• Probability with Martingales
• Convergence of a Branching Particle Method to the Solution of the Zakai Equation
• Laplace approximations for sums of independent random vectors
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