Feynman-Kac Formulae, Genealogical and Interacting Particle Systems with Applications - Probability and Its Applications
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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.
Feynman-Kac Formulae, Genealogical and Interacting Particle Systems with Applications - Probability and Its Applications
- Language : English
- Hardcover : 556 pages
- ISBN-10 : 9781870325073
- ISBN-13 : 978-1870325073
- Item Weight : 1 kg 50 g
- Dimensions : 15.75 x 2.79 x 23.37 cm
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