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A lognormal central limit theorem for particle approximations of normalizing constants - MaRDI portal

A lognormal central limit theorem for particle approximations of normalizing constants (Q2514286)

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A lognormal central limit theorem for particle approximations of normalizing constants
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    A lognormal central limit theorem for particle approximations of normalizing constants (English)
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    3 February 2015
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    Feynman-Kac models
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    mean field interacting particle systems
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    nonlinear filtering
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    particle absorption models
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    quasi-invariant measures
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    central limit theorems
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