On the stability of interacting processes with applications to filtering and genetic algorithms
Pierre Del Moral, Alice Guionnet (2001)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “Sampling the Fermi statistics and other conditional product measures”
On the stability of interacting processes with applications to filtering and genetic algorithms
Large deviations from a macroscopic scaling limit for particle systems with Kac interaction and random potential
Mustapha Mourragui, Enza Orlandi (2007)
Annales de l'I.H.P. Probabilités et statistiques
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A nonasymptotic theorem for unnormalized Feynman–Kac particle models
F. Cérou, P. Del Moral, A. Guyader (2011)
Annales de l'I.H.P. Probabilités et statistiques
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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
Amine Asselah, Paolo Dai Pra (2000)
Annales de l'I.H.P. Probabilités et statistiques
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Large deviations and strong mixing
Włodzimierz Bryc, Amir Dembo (1996)
Annales de l'I.H.P. Probabilités et statistiques
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