A Berry-Esseen theorem for Feynman-Kac and interacting particle models

DOI10.1214/105051604000000792zbMath1084.82007arXivmath/0503522OpenAlexW3098427042MaRDI QIDQ1774203

Samy Tindel, Pierre Del Moral

Publication date: 29 April 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503522

zbMATH Keywords

interacting particle systemsBerry-Esseen theoremFeynman-Kac models

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Semigroups (20M99) Probability theory and stochastic processes (60-XX)

Related Items (1)

Genealogical particle analysis of rare events

Cites Work

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• Symmetric statistics, Poisson point processes, and multiple Wiener integrals
• Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
• Central limit theorem for nonlinear filtering and interacting particle systems
• Central limit theorem for a system of Markovian particles with mean field interactions
• Probability for Statisticians
• Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering

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