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On a Class of Discrete Generation Interacting Particle Systems

   
@article{EJP89,
	author = {P. Del Moral and M. Kouritzin and L. Miclo},
	title = {On a Class of Discrete Generation Interacting Particle Systems},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {6},
	year = {2001},
	keywords = {Interacting particle systems, genetic algorithms, Feynman-Kac formulas,  stochastic approximations, central limit theorem.},
	abstract = {The asymptotic behavior of a general class of discrete generation  interacting particle systems is discussed. We provide Lp-mean  error estimates for their empirical measure on path space and present  sufficient conditions for uniform convergence of the particle density  profiles with respect to the time parameter. Several examples including  mean field particle models, genetic schemes and McKean's Maxwellian  gases will also be given. In the context of Feynman-Kac type limiting  distributions we also prove central limit theorems and we start a  variance comparison for two generic particle approximating models.},
	pages = {no. 16, 1-26},
	issn = {1083-6489},
	doi = {10.1214/EJP.v6-89},    
        url = {http://ejp.ejpecp.org/article/view/89}}