Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering (Q5918055)
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scientific article; zbMATH DE number 1428477
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering |
scientific article; zbMATH DE number 1428477 |
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Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering (English)
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25 January 2001
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Empirical processes are investigated for a class of genetic type interacting particle systems (the precise definition being too involved to be repeated here). A Glivenko-Cantelli and Donsker theorem are proved under entropy conditions which extend the corresponding statements in the classical theory. Exponential bounds for Vapnik-Chervonenkis classes of functions are also given.
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empirical processes
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interacting particle systems
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Glivenko-Cantelli theorems
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Donsker theorems
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