A nonasymptotic theorem for unnormalized Feynman-Kac particle models
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Publication:720734
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
rare events; genetic algorithms; interacting particle systems; Feynman-Kac semigroups; Boltzmann-Gibbs measures; Monte Carlo models; nonasymptotic estimates
65C05: Monte Carlo methods
60K35: Interacting random processes; statistical mechanics type models; percolation theory
92D25: Population dynamics (general)
47D07: Markov semigroups and applications to diffusion processes
60C05: Combinatorial probability
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
31B10: Integral representations, integral operators, integral equations methods in higher dimensions
47D08: Schrödinger and Feynman-Kac semigroups
65C35: Stochastic particle methods
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