HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation

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

Pierre del Moral 1, 2 Frédéric Patras 2 Sylvain Rubenthaler 2
1 ASPI - Applications of interacting particle systems to statistics
UR1 - Université de Rennes 1, Inria Rennes – Bretagne Atlantique , CNRS - Centre National de la Recherche Scientifique : UMR6074
Abstract : 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.
Document type :
Complete list of metadata

Contributor : Rapport de Recherche Inria Connect in order to contact the contributor
Submitted on : Tuesday, September 5, 2006 - 6:17:19 PM
Last modification on : Thursday, January 20, 2022 - 4:13:22 PM
Long-term archiving on: : Monday, September 20, 2010 - 4:53:25 PM


  • HAL Id : inria-00090242, version 2


Pierre del Moral, Frédéric Patras, Sylvain Rubenthaler. Coalescent tree based functional representations for some Feynman-Kac particle models. [Research Report] RR-5969, INRIA. 2006, pp.45. ⟨inria-00090242v2⟩



Record views


Files downloads