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## Details

Genre/Form: | Electronic books |
---|---|

Additional Physical Format: | Printed edition: |

Material Type: | Bibliographic data, Internet resource |

Document Type: | Internet Resource, Computer File |

All Authors / Contributors: |
Pierre Moral |

ISBN: | 9781468493931 1468493930 9781441919021 1441919023 |

OCLC Number: | 840289979 |

Description: | 1 online resource (XVIII, 555 pages 15 illustrations). |

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. |

Series Title: | Probability and its Applications, A Series of the Applied Probability Trust. |

Responsibility: | by Pierre Moral. |

### Abstract:

## Reviews

*Editorial reviews*

Publisher Synopsis

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, mathematical biology, etc." (Jie Xiong, Zentralblatt MATH, Vol. 1130 (8), 2008) Read more...

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