Convergence of U-statistics for interacting particle systems - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Reports (Research Report) Year : 2009

Convergence of U-statistics for interacting particle systems

Abstract

The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial. When dealing with Feynman-Kac and other interacting particle systems of Monte Carlo type, one faces a new type of problem. Namely, in a sample of N particles obtained through the corresponding algorithms, the distributions of the particles are correlated -although any finite number of them is asymptotically independent with respect to the total number N of particles. In the present article, exploiting the fine asymptotics of particle systems, we prove convergence theorems for U-statistics in this framework.
Fichier principal
Vignette du fichier
RR-6966.pdf (291.68 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

inria-00397366 , version 1 (21-06-2009)

Identifiers

  • HAL Id : inria-00397366 , version 1

Cite

Pierre del Moral, Frédéric Patras, Sylvain Rubenthaler. Convergence of U-statistics for interacting particle systems. [Research Report] RR-6966, INRIA. 2009, pp.20. ⟨inria-00397366⟩
356 View
189 Download

Share

Gmail Facebook X LinkedIn More