HAL - INRIA :: [inria-00090242, version 2] Coalescent tree based functional representations for some Feynman-Kac particle models

inria-00090242, version 2

Coalescent tree based functional representations for some Feynman-Kac particle models

Pierre Del Moral ()^a^, 1, 2, Frédéric Patras ()^a^, 2, Sylvain Rubenthaler^a^, 2

N° RR-5969 (2006)

Résumé : We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These weak expansions rely on an original combinatorial, and permutation group analysis of a special class of forests. They provide refined non asymptotic propagation of chaos type properties, as well as sharp Lp-mean error bounds, and laws of large numbers for U-statistics. Applications to particle interpretations of the top eigenvalues, and the ground states of Schrödinger semigroups are also discussed.

a – Université de Nice-Sophia Antipolis
1 : ASPI (INRIA - IRISA)
CNRS : UMR6074 – INRIA – Université de Rennes 1
2 : Laboratoire Jean Alexandre Dieudonné (JAD)
CNRS : UMR6621 – Université de Nice Sophia Antipolis (UNS)

inria-00090242, version 2
http://hal.inria.fr/inria-00090242
oai:hal.inria.fr:inria-00090242
Contributeur : Rapport De Recherche Inria <>
Soumis le : Mardi 5 Septembre 2006, 18:17:19
Dernière modification le : Mardi 5 Septembre 2006, 18:17:40

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