Sampling the Fermi statistics and other conditional product measures

A. Gaudillière; J. Reygner

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A nonasymptotic theorem for unnormalized Feynman–Kac particle models

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We present a nonasymptotic theorem for interacting particle approximations of unnormalized Feynman–Kac models. We provide an original stochastic analysis-based on Feynman–Kac semigroup techniques combined with recently developed coalescent tree-based functional representations of particle block distributions. We present some regularity conditions under which the -relative error of these weighted particle measures grows linearly with respect to the time horizon yielding what seems to...

First occurrence time of a large density fluctuation for a system of independent random walks

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