Concentration inequalities for mean field particle models

DOI10.1214/10-AAP716zbMath1234.60019arXiv1211.1837OpenAlexW1971263133WikidataQ56503238 ScholiaQ56503238MaRDI QIDQ549866

Emmanuel Rio, Pierre Del Moral

Publication date: 19 July 2011

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

Full work available at URL: https://arxiv.org/abs/1211.1837

zbMATH Keywords

measure valued processesconcentration inequalitiesFeynman-Kac semigroupsMcKean-Vlasov modelsmean field particle models

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10) Limit theorems in probability theory (60F99)

Related Items (12)

Particle methods: An introduction with applications ⋮ Multivariable feedback particle filter ⋮ On the Convergence of Quantum and Sequential Monte Carlo Methods ⋮ On uniform propagation of chaos ⋮ Book Review: Fundamentals of stochastic filtering ⋮ A second order analysis of McKean-Vlasov semigroups ⋮ On the Foundations and the Applications of Evolutionary Computing ⋮ Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation ⋮ About the rate function in concentration inequalities for suprema of bounded empirical processes ⋮ Uniform Stability of a Particle Approximation of the Optimal Filter Derivative ⋮ Long Time Results for a Weakly Interacting Particle System in Discrete Time ⋮ A family of interacting particle systems pinned to their ensemble average

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