Tree based functional expansions for Feynman.Kac particle models

Citation
Moral, Pierre Del et al., Tree based functional expansions for Feynman.Kac particle models, Annals of applied probability , 19(2), 2009, pp. 778-825
ISSN journal
10505164
Volume
19
Issue
2
Year of publication
2009
Pages
778 - 825
Database
ACNP
SICI code
Abstract
We design exact polynomial expansions of a class of Feynman.Kac particle distributions. These expansions are finite and are parametrized by coalescent trees and other related combinatorial quantities. The accuracy of the expansions at any order is related naturally to the number of coalescences of the trees. Our results include an extension of the Wick product formula to interacting particle systems. They also provide refined nonasymptotic propagation of chaos-type properties, as well as sharp Lp-mean error bounds, and laws of large numbers for U-statistics.