Genealogies and Increasing Propagation of Chaos For Feynman-Kac and Genetic Models

Citation
L. Miclo, et Moral, P. Del, Genealogies and Increasing Propagation of Chaos For Feynman-Kac and Genetic Models, Annals of applied probability , 11(4), 2001, pp. 1166-1198
ISSN journal
10505164
Volume
11
Issue
4
Year of publication
2001
Pages
1166 - 1198
Database
ACNP
SICI code
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.