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Reports (Research Report) Year : 2006

Coalescent tree based functional representations for some Feynman-Kac particle models

Abstract

We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These weak expansions rely on an original combinatorial, and permutation group analysis of a special class of forests. They provide refined non asymptotic propagation of chaos type properties, as well as sharp Lp-mean error bounds, and laws of large numbers for U-statistics. Applications to particle interpretations of the top eigenvalues, and the ground states of Schrödinger semigroups are also discussed.
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Dates and versions

inria-00090242 , version 1 (29-08-2006)
inria-00090242 , version 2 (05-09-2006)

Identifiers

  • HAL Id : inria-00090242 , version 2

Cite

Pierre del Moral, Frédéric Patras, Sylvain Rubenthaler. Coalescent tree based functional representations for some Feynman-Kac particle models. [Research Report] RR-5969, INRIA. 2006, pp.45. ⟨inria-00090242v2⟩
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