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Journal Articles Advances in Applied Probability Year : 2008

Particle in interactions: first steps to a theorem of convergence for the selection by stratification

Abstract

This article focuses on the selection by stratification used on interacting particle systems. Interacting particle methods are used to approach particular probability measure. The selection by stratification is interesting because it the faster selection but unfortunately there is not convergence's theorem. We explain on this paper some properties, and the first steps to prove the convergence of the interacting particle systems to the probability measure.
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Dates and versions

hal-00019334 , version 1 (20-02-2006)
hal-00019334 , version 2 (21-03-2007)
hal-00019334 , version 3 (21-03-2007)

Identifiers

  • HAL Id : hal-00019334 , version 3

Cite

Ivan Gentil, Bruno Rémillard. Particle in interactions: first steps to a theorem of convergence for the selection by stratification. Advances in Applied Probability, 2008, 40, pp.454-572. ⟨hal-00019334v3⟩
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