Convergence rates for residual branching particle filters

DOI10.1016/j.jmaa.2016.12.046zbMath1376.60076OpenAlexW2564614877MaRDI QIDQ508964

Michael A. Kouritzin

Publication date: 8 February 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.12.046

zbMATH Keywords

central limit theorembranching processcouplingsequential Monte CarloMcKean-Vlasov particle systemMarcinkiewicz strong laws of large numbers

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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