Overview
- 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 deviations principles for strong topologies on path-distribution spaces
Part of the book series: Probability and Its Applications (PIA)
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Table of contents (12 chapters)
Keywords
About this book
Reviews
From the reviews:
"I also recommend this book as informal reading for anyone intersted in the subject, preferably with a strong background in Markov processes; in particular, for someone also familiar with one of the many fields to which the book applies Feynman-Kac models. The book is entertaining and informative." Journal of the American Statistical Association, December 2005
"This book takes the readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability. … With practical and easy to use references, as well as deeper and modern mathematics studies, the book will be of use to engineers and researchers in pure and applied mathematics. Also researches in statistics, physics, biology, and operation research who have a background of Probability and Markov chain theory, can benefit from the monograph." (Lucien Lemmens, Physicalia, Vol. 57 (3), 2005)
"Pierre Del Moral has produced an extraordinary research and reference book which will be of great use to a large and diverse scientific and engineering community. The book deals in detail with convergence theorems for and applications of so-called Feynman-Kac models and their interacting particle representations. … The book’s main contribution is twofold … provides excellent models amenable to particle approximation. Del Moral is best known for his research … . The book contains many references to this branch of his work." (Mathematical Reviews, 2005)
"Examples in engineering science, Bayesian methodology, particle and statistical physics, biology, and applied probability and statistics are given to motivate the study of the Feynman-Kac models in this book. … can serve as the textbook for an entire course on Feynman-Kac Formulae and particle system approximation. It can also serve as a main reference for courses on topics like stochastic filtering, mathematical models for population genetics, mathematicalbiology, etc." (Jie Xiong, Zentralblatt MATH, Vol. 1130 (8), 2008)
Authors and Affiliations
Bibliographic Information
Book Title: Feynman-Kac Formulae
Book Subtitle: Genealogical and Interacting Particle Systems with Applications
Authors: Pierre Moral
Series Title: Probability and Its Applications
DOI: https://doi.org/10.1007/978-1-4684-9393-1
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 2004
Hardcover ISBN: 978-0-387-20268-6Published: 30 March 2004
Softcover ISBN: 978-1-4419-1902-1Published: 12 December 2011
eBook ISBN: 978-1-4684-9393-1Published: 06 December 2012
Series ISSN: 1431-7028
Edition Number: 1
Number of Pages: XVIII, 556
Number of Illustrations: 6 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Complex Systems, Mathematical Modeling and Industrial Mathematics, Operations Research, Management Science, Mathematical and Computational Engineering, Statistical Theory and Methods