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- W2951743669 abstract "The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial [Lee90, de99]. When dealing with Feynman-Kac and other interacting particle systems of Monte Carlo type, one faces a new type of problem. Namely, in a sample of N particles obtained through the corresponding algorithms, the distributions of the particles are correlated -although any finite number of them is asymptotically independent with respect to the total number N of particles. In the present article, exploiting the fine asymptotics of particle systems, we prove convergence theorems for U-statistics in this framework." @default.
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- W2951743669 date "2010-02-01" @default.
- W2951743669 modified "2023-10-09" @default.
- W2951743669 title "Convergence of U-statistics for interacting particle systems" @default.
- W2951743669 doi "https://doi.org/10.48550/arxiv.1002.0224" @default.
- W2951743669 hasPublicationYear "2010" @default.
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