Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527269 | Stochastic Processes and their Applications | 2012 | 28 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Bernard Bercu, Pierre Del Moral, Arnaud Doucet,