A nonasymptotic theorem for unnormalized Feynman-Kac particle models

DOI10.1214/10-AIHP358zbMath1233.60047MaRDI QIDQ720734

Pierre Del Moral, Frédéric Cérou, Arnaud Guyader

Publication date: 11 October 2011

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/243964

zbMATH Keywords

rare eventsgenetic algorithmsinteracting particle systemsFeynman-Kac semigroupsBoltzmann-Gibbs measuresMonte Carlo modelsnonasymptotic estimates

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Population dynamics (general) (92D25) Markov semigroups and applications to diffusion processes (47D07) Combinatorial probability (60C05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Integral representations, integral operators, integral equations methods in higher dimensions (31B10) Schrödinger and Feynman-Kac semigroups (47D08) Stochastic particle methods (65C35)

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