Feynman-Kac formulae: genealogical and interacting particle systems with applications
Moral, Pierre del
This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction andannealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods. INDICE: Introduction.- Feynman-Kac Formulae.- Genealogical and InteractingParticle Models.- Stability of Feynman-Kac Semi-groups.- Invariant Measures and Related Topics.- Annealing Properties.- Asymptotic Behavior.- Propagations of Chaos.- Central Limit Theorems.- Large Deviations Principles.- Feynman-Kac and Interacting Particle Recipes.- Applications.
- ISBN: 978-1-4419-1902-1
- Editorial: Springer
- Encuadernacion: Rústica
- Fecha Publicación: 04/02/2012
- Nº Volúmenes: 1
- Idioma: Inglés