A duality formula for Feynman-Kac path particle models
This paper studies a new duality formula between genetic type genealogical tree based particle models and Feynman-Kac measures on path spaces. The authors analyze the rate of convergence to equilibrium in terms of the ratio of the length of the trajectories to the number of particles. The analysis relies on a tree-based functional and combinatorial representation of a class of Feynman-Kac particle models with a frozen ancestral line.
scientific article