Central limit theorem for nonlinear filtering and interacting particle systems (Q1305406)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Central limit theorem for nonlinear filtering and interacting particle systems |
scientific article; zbMATH DE number 1346296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem for nonlinear filtering and interacting particle systems |
scientific article; zbMATH DE number 1346296 |
Statements
Central limit theorem for nonlinear filtering and interacting particle systems (English)
0 references
14 November 1999
0 references
The authors are concerned with the genetic-type interacting particle systems introduced by the first named author [Markov Process. Relat. Fields 2, No. 4, 555-580 (1996; Zbl 0879.60042)]. They study the fluctuations on path spaces of such systems in order to use the results for solving nonlinear filtering problems numerically.
0 references
genetic-type interacting particle systems
0 references
fluctuations on path spaces
0 references
