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

Pierre Del Moral; Samy Tindel

doi:10.1214/105051604000000792

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

Pierre Del Moral·Samy Tindel

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Abstract

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 nonlinear filtering literature as well as in statistical physics and biology.

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Pierre Del Moral, Samy Tindel. 2005-03-24. A Berry-Esseen theorem for Feynman-Kac and interacting particle models. https://doi.org/10.1214/105051604000000792

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