Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering

Citation
P. Del Moral et M. Ledoux, Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering, J THEOR PR, 13(1), 2000, pp. 225-257
Citations number
43
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
13
Issue
1
Year of publication
2000
Pages
225 - 257
Database
ISI
SICI code
0894-9840(200001)13:1<225:COEPFI>2.0.ZU;2-2
Abstract
In this paper. we investigate the convergence of empirical processes for a class of interacting particle numerical schemes arising in biology, genetic algorithms and advanced signal processing. The Glivenko Cantelli and Donsk er theorems presented in this work extend the corresponding statements in t he classical theory and apply to a class of genetic type particle numerical schemes of the nonlinear filtering equation.