- Title Information
- Title
- Analysis of An Interacting Particle Method for Rare Event Estimation
- Name:
Personal
- Name Part
- Cai, Yi
- Role
- Role Term:
Text
- creator
- Origin Information
- Copyright Date
- 2012
- Physical Description
- Extent
- ix, 127 p.
- digitalOrigin
- born digital
- Note
- Thesis (Ph.D. -- Brown University (2012)
- Name:
Personal
- Name Part
- Dupuis, Paul
- Role
- Role Term:
Text
- Director
- Name:
Personal
- Name Part
- Dong, Hongjie
- Role
- Role Term:
Text
- Reader
- Name:
Personal
- Name Part
- Ramanan, Kavita
- Role
- Role Term:
Text
- Reader
- Name:
Corporate
- Name Part
- Brown University. Applied Mathematics
- Role
- Role Term:
Text
- sponsor
- Genre (aat)
- theses
- Abstract
- This thesis is a large deviations study for the performance of an interacting particle method for rare event estimation. The analysis is restricted to a one-dimensional setting, though even in this restricted setting a number of new techniques must be developed. In contrast to the large deviations analysis of related algorithms, for interacting article schemes it is an occupation measure analysis that is relevant, and within this framework many standard assumptions (stationarity, Feller property) can no longer be assumed. The methods developed are not limited to the question of performance analysis, and in fact give the full large deviations principle for such systems.
- Subject
- Topic
- interacting particle system
- Subject
- Topic
- weak convergence approach
- Subject (FAST)
(authorityURI="http://id.worldcat.org/fast", valueURI="http://id.worldcat.org/fast/992659")
- Topic
- Large deviations
- Record Information
- Record Content Source (marcorg)
- RPB
- Record Creation Date
(encoding="iso8601")
- 20121023
- Language
- Language Term:
Code (ISO639-2B)
- eng
- Language Term:
Text
- English
- Identifier:
DOI
- 10.7301/Z0GT5KGW
- Access Condition:
rights statement
(href="http://rightsstatements.org/vocab/InC/1.0/")
- In Copyright
- Access Condition:
restriction on access
- Collection is open for research.
- Type of Resource (primo)
- dissertations