Feynman-Kac Formulae Genealogical and Interacting Particle Systems with Applications |
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| Author:
| Del Moral, Pierre |
| Series title: | Probability and Its Applications Ser. |
| ISBN: | 978-0-387-20268-6 |
| Publication Date: | Mar 2004 |
| Publisher: | Springer New York
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| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $199.99 |
Book Description:
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This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and...
More DescriptionThis text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.