Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering
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Publication:5918055
DOI10.1023/A:1007743111861zbMath0954.60014MaRDI QIDQ5918055
Pierre Del Moral, Michel Ledoux
Publication date: 25 January 2001
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Signal detection and filtering (aspects of stochastic processes) (60G35) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random measures (60G57)
Related Items (6)
On the Convergence of Quantum and Sequential Monte Carlo Methods ⋮ Ergodicity, Decisions, and Partial Information ⋮ Moderate deviations for particle filtering ⋮ A Berry-Esseen theorem for Feynman-Kac and interacting particle models ⋮ Genealogical particle analysis of rare events ⋮ Long-term stability of sequential Monte Carlo methods under verifiable conditions
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