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Paperback On the Concentration Properties of Interacting Particle Processes Book

ISBN: 1601985126

ISBN13: 9781601985125

On the Concentration Properties of Interacting Particle Processes

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...

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