A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods

DOI10.1214/EJP.v14-701zbMath1191.60038OpenAlexW2156686797MaRDI QIDQ1039179

Pierre Del Moral, Bernard Bercu, Arnaud Doucet

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/224199

zbMATH Keywords

random fieldsMarkov chain Monte Carlo methodsmartingale limit theoremsself-interacting Markov chainsFeynman-Kac semigroupsmultivariate and functional central limit theorems

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items

Fluctuations of interacting Markov chain Monte Carlo methods ⋮ Convergence of adaptive and interacting Markov chain Monte Carlo algorithms ⋮ A central limit theorem for adaptive and interacting Markov chains ⋮ Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations

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