On the Concentration Properties of Interacting Particle Processes

by Liming Wu, Peng Hu, Pierre Del Moral, et al.

This book presents some new concentration inequalities for Feynman-Kac particle processes. It analyzes different types of stochastic particle models, including particle profile occupation measures, genealogical tree based evolution models, particle free energies, as well as backward Markov chain particle models. It illustrates these results with a series of topics related to computational physics and biology, stochastic optimization, signal processing...

• Format: Paperback
• Language: English
• ISBN: 1601985126
• ISBN13: 9781601985125
• Release Date: January 2012
• Publisher: Now Publishers
• Length: 176 Pages
• Weight: 0.56 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"