A Berry-Esseen theorem for Feynman-Kac and interacting particle models
Abstract
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feynman-Kac particle approximation models. We design an original approach based on new Berry-Esseen type estimates for abstract martingale sequences combined with original exponential concentration estimates of interacting processes. These results extend the corresponding statements in the classical theory and apply to a class of branching and genealogical path-particle models arising in nonlinear filtering literature as well as in statistical physics and biology.
Cite
@article{arxiv.math/0503522,
title = {A Berry-Esseen theorem for Feynman-Kac and interacting particle models},
author = {Pierre Del Moral and Samy Tindel},
journal= {arXiv preprint arXiv:math/0503522},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/105051604000000792 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)