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On a Class of Discrete Generation Interacting Particle Systems


 
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1. Title Title of document On a Class of Discrete Generation Interacting Particle Systems
 
2. Creator Author's name, affiliation, country P. Del Moral; Univ. P. Sabatier
 
2. Creator Author's name, affiliation, country M. A. Kouritzin; University of Alberta
 
2. Creator Author's name, affiliation, country L. Miclo; Univ. P. Sabatier
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Interacting particle systems, genetic algorithms, Feynman-Kac formulas, stochastic approximations, central limit theorem.
 
3. Subject Subject classification Primary: 60F05, 60G35 Secondary: 93E11, 62L20
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2001-05-16
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/89
 
10. Identifier Digital Object Identifier 10.1214/EJP.v6-89
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 6
 
12. Language English=en en
 
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