Feynman-Kac Formulae : Genealogical and Interacting Particle Systems with Applications /

This book contains a systematic and self-contained treatment of Feynman-Kac path measures, their genealogical and interacting particle interpretations, and their applications to a variety of problems arising in statistical physics, biology, and advanced engineering sciences. Topics include spectral...

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Bibliographic Details
Main Author:	Moral, Pierre
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 2004.
Series:	Probability and its Applications, A Series of the Applied Probability Trust.
Subjects:	Mathematics. Distribution (Probability theory) Mathematical statistics. Engineering mathematics. Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

Introduction
Feynman-Kac Formulae
Genealogical and Interacting Particle Models
Stability of Feynman-Kac Semi-groups
Invariant Measures and Related Topics
Annealing Properties
Asymptotic Behavior
Propagations of Chaos
Central Limit Theorems
Large Deviations Principles
Feynman-Kac and Interacting Particle Recipes
Applications.