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Article Dans Une Revue The Annals of Applied Probability Année : 2005

A Berry-Esseen theorem for Feynman-Kac and interacting particle models

Pierre del Moral
Samy Tindel
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Résumé

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 non linear filtering literature as well as in statistical physics and biology.
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Dates et versions

hal-00151039 , version 1 (01-06-2007)

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Pierre del Moral, Samy Tindel. A Berry-Esseen theorem for Feynman-Kac and interacting particle models. The Annals of Applied Probability, 2005, 15 (1B), pp.941-962. ⟨10.1214/105051604000000792⟩. ⟨hal-00151039⟩
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