Moderate deviations for interacting processes

DOI10.5705/SS.2013.134MaRDI QIDQ2950197zbMATH OpenOpenAlexFDO

Authors Pierre Del Moral, Shu-Lan Hu, Liming Wu

Publication date 8 October 2015

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/f21f22f72cb664c6e82af6c686808cf23a7e42ed

zbMATH Keywords

moderate deviationsexponential inequalitiessequential Monte Carlo methodsfunctional central limit theoremsFeynman-Kac particle modelsconvergence of empirical processesinteracting empirical processeslarge deviations for projective limits

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Functional limit theorems; invariance principles (60F17)

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Cited in

(7)

• Moderate deviations for fully coupled multiscale weakly interacting particle systems
• Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme
• Moderate deviations for Hawkes processes
• Moderate deviation principles for weakly interacting particle systems
• A second order analysis of McKean-Vlasov semigroups
• Geometric Convergence and Concentration Inequalities for the Feynman–Kac Genetic Algorithm
• Moderate deviation principles for importance sampling estimators of risk measures

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