Moderate deviations for interacting processes

DOI10.5705/ss.2013.134zbMath1415.60032OpenAlexW2127799232MaRDI QIDQ2950197

Pierre Del Moral, Shu-Lan Hu, Li-ming Wu

Publication date: 8 October 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f21f22f72cb664c6e82af6c686808cf23a7e42ed

zbMATH Keywords

functional central limit theoremsmoderate deviationsexponential inequalitiessequential Monte Carlo methodsFeynman-Kac particle modelsconvergence of empirical processesinteracting empirical processeslarge deviations for projective limits

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Moderate deviation principles for weakly interacting particle systems ⋮ Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme ⋮ A second order analysis of McKean-Vlasov semigroups ⋮ Moderate deviation principles for importance sampling estimators of risk measures

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