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November 2001 Genealogies and Increasing Propagation of Chaos For Feynman-Kac and Genetic Models
L. Miclo, P. Del Moral
Ann. Appl. Probab. 11(4): 1166-1198 (November 2001). DOI: 10.1214/aoap/1015345399

Abstract

A path-valued interacting particle systems model for the genealogical structure of genetic algorithms is presented. We connect the historical process and the distribution of the whole ancestral tree with a class of Feynman-Kac formulae on path space. We also prove increasing and uniform versions of propagation of chaos for appropriate particle block size and time horizon yielding what seems to be the first result of this type for this class of particle systems.

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L. Miclo. P. Del Moral. "Genealogies and Increasing Propagation of Chaos For Feynman-Kac and Genetic Models." Ann. Appl. Probab. 11 (4) 1166 - 1198, November 2001. https://doi.org/10.1214/aoap/1015345399

Information

Published: November 2001
First available in Project Euclid: 5 March 2002

zbMATH: 1040.60031
MathSciNet: MR1878294
Digital Object Identifier: 10.1214/aoap/1015345399

Subjects:
Primary: 60F17 , 60G35 , 60J05 , 60K35 , 93E11

Keywords: Empirical processes , Feynman-Kac formula , genealogy , Genetic algorithms , Historical process , interacting particle systems , non linear filtering , propagation of chaos , Relative entropy

Rights: Copyright © 2001 Institute of Mathematical Statistics

Vol.11 • No. 4 • November 2001
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