Convergence of Empirical Processes for Interacting Particle Systems with Applications to Non-linear Filtering
نویسندگان
چکیده
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 Donsker theorems presented in this work extend the corresponding statements in the classical theory and apply to a class of genetic type particle numerical schemes of the non-linear ltering equation.
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