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2001 On a Class of Discrete Generation Interacting Particle Systems
P. Del Moral, M. Kouritzin, L. Miclo
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Electron. J. Probab. 6: 1-26 (2001). DOI: 10.1214/EJP.v6-89

Abstract

The asymptotic behavior of a general class of discrete generation interacting particle systems is discussed. We provide $L_p$-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.

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P. Del Moral. M. Kouritzin. L. Miclo. "On a Class of Discrete Generation Interacting Particle Systems." Electron. J. Probab. 6 1 - 26, 2001. https://doi.org/10.1214/EJP.v6-89

Information

Accepted: 16 May 2001; Published: 2001
First available in Project Euclid: 19 April 2016

zbMATH: 0991.60017
MathSciNet: MR1873293
Digital Object Identifier: 10.1214/EJP.v6-89

Subjects:
Primary: 60F05 , 60G35
Secondary: 62L20 , 93E11

Keywords: central limit theorem , Feynman-Kac formulas , Genetic algorithms , interacting particle systems , stochastic approximations

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Vol.6 • 2001
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