کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10527269 958770 2012 28 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Fluctuations of interacting Markov chain Monte Carlo methods
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Fluctuations of interacting Markov chain Monte Carlo methods
چکیده انگلیسی
We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algorithms generate stochastic processes which belong to the class of nonlinear Markov chains interacting with their empirical occupation measures. We develop an original theoretical analysis based on resolvent operators and semigroup techniques to analyze the fluctuations of their occupation measures around their limiting values.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 122, Issue 4, April 2012, Pages 1304-1331
نویسندگان
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