| HAL-Inria | Publications, software ... of Inria's scientists |
Journal articles
Fluctuations of Interacting Markov Chain Monte Carlo Models
Abstract : We present a functional central limit theorem for a general class of interacting Markov chain Monte Carlo interpretations of discrete generation measure-valued equations. The path space models associated with these stochastic processes belong to the class of nonlinear Markov chains interacting with their empirical occupation measures. We develop an original theoretical analysis based on resolvent operators and semigroup techniques to analyze the fluctuation of their occupation measures around their limiting value. We also present a set of simple regularity conditions that applies to interacting Markov chain Monte Carlo models on path spaces, yielding what seems to be the first fluctuation theorems for this class of self-interacting models.
Cited literature [6 references]
https://hal.inria.fr/inria-00227536
Contributor : Pierre del Moral <>
Submitted on : Tuesday, February 5, 2008 - 11:29:33 AM
Last modification on : Friday, April 19, 2019 - 3:24:18 PM
Long-term archiving on: : Friday, November 25, 2016 - 8:36:51 PM
Contributor : Pierre del Moral <>
Submitted on : Tuesday, February 5, 2008 - 11:29:33 AM
Last modification on : Friday, April 19, 2019 - 3:24:18 PM
Long-term archiving on: : Friday, November 25, 2016 - 8:36:51 PM
File
RR-6438.pdf
Files produced by the author(s)