Sharp Propagation of Chaos Estimates for Feynman–Kac Particle Models

DOI10.1137/S0040585X97982529MaRDI QIDQ5422352zbMATH OpenOpenAlexFDO

Authors Pierre Del Moral, Arnaud Doucet, Gareth W. Peters

Publication date 19 October 2007

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97982529

zbMATH Keywords

Gaussian fieldsinteracting particle systemscentral limit theoremspropagation of chaoshistorical and genealogical tree models

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Interacting particle systems in time-dependent statistical mechanics (82C22)

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• Genealogies and increasing propagation of chaos for Feynman-Kac and genetic models.
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• A duality formula for Feynman-Kac path particle models

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