Concentration inequalities for mean field particle models
نویسندگان
چکیده
منابع مشابه
Concentration Inequalities for Mean Field Particle Models
This article is concerned with the fluctuations and the concentration properties of a general class of discrete generation and mean field particle interpretations of non linear measure valued processes. We combine an original stochastic perturbation analysis with a concentration analysis for triangular arrays of conditionally independent random sequences, which may be of independent interest. U...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2011
ISSN: 1050-5164
DOI: 10.1214/10-aap716