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.
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Rapport
[Research Report] RR-5969, INRIA. 2006, pp.45
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https://hal.inria.fr/inria-00090242
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Soumis le : mardi 5 septembre 2006 - 18:17:19
Dernière modification le : samedi 17 septembre 2016 - 01:38:54
Document(s) archivé(s) le : lundi 20 septembre 2010 - 16:53:25

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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〉

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