Feynman-Kac Formulae

Genealogical and Interacting Particle Systems with Applications

Gebonden Engels 2004 2004e druk 9780387202686
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Samenvatting

This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.

Specificaties

ISBN13:9780387202686
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:556
Uitgever:Springer New York
Druk:2004

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          Feynman-Kac Formulae