A duality formula for Feynman-Kac path particle models
type: Item
instance of: scholarly article
title: A duality formula for Feynman-Kac path particle models
zbMATH Open document ID: 1323.60126
author: Pierre Del Moral
author: Robert Kohn
author: Frédéric Patras
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2015-06-05T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60K35
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60K40
zbMATH DE Number: 6443138
zbMATH Keywords: Feynman-Kac particle models
zbMATH Keywords: duality formula
zbMATH Keywords: Markov chains
zbMATH Keywords: Gibbs-Glauber dynamics
reviewed by: N. G. Gamkrelidze
MaRDI profile type: Publication
full work available at URL: j.crma.2015.02.008
OpenAlex ID: W2033853150
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DOI: 10.1016/J.CRMA.2015.02.008
description: scientific article