<mods:mods xmlns:mods="http://www.loc.gov/mods/v3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" ID="etd804" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd">
	<mods:titleInfo>
		<mods:title>Analysis of An Interacting Particle Method for Rare Event Estimation</mods:title>
	</mods:titleInfo><mods:name type="personal">
		<mods:namePart>Cai, Yi </mods:namePart>
	<mods:role>
		<mods:roleTerm type="text">creator</mods:roleTerm>
	</mods:role>
	</mods:name>
<mods:originInfo>
	<mods:copyrightDate>2012</mods:copyrightDate>
</mods:originInfo>
<mods:physicalDescription>
        <mods:extent>ix, 127 p.</mods:extent>
        <mods:digitalOrigin>born digital</mods:digitalOrigin>
</mods:physicalDescription>
<mods:note>Thesis (Ph.D. -- Brown University (2012)</mods:note>
<mods:name type="personal">
<mods:namePart>Dupuis, Paul</mods:namePart>
<mods:role>
<mods:roleTerm type="text">Director</mods:roleTerm>
</mods:role>
</mods:name>

<mods:name type="personal">
<mods:namePart>Dong, Hongjie</mods:namePart>
<mods:role>
<mods:roleTerm type="text">Reader</mods:roleTerm>
</mods:role>
</mods:name>

<mods:name type="personal">
<mods:namePart>Ramanan, Kavita</mods:namePart>
<mods:role>
<mods:roleTerm type="text">Reader</mods:roleTerm>
</mods:role>
</mods:name>
<mods:name type="corporate">
		<mods:namePart>Brown University. Applied Mathematics</mods:namePart>
		<mods:role>
			<mods:roleTerm type="text">sponsor</mods:roleTerm>
		</mods:role>
		</mods:name>
	<mods:genre authority="aat">theses</mods:genre>
	<mods: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. </mods:abstract>

    <mods:subject>
        <mods:topic>interacting particle system</mods:topic>
    </mods:subject>

    <mods:subject>
        <mods:topic>weak convergence approach</mods:topic>
    </mods:subject>

	<mods:subject xmlns:xlink="http://www.w3.org/1999/xlink" authority="FAST" authorityURI="http://id.worldcat.org/fast" valueURI="http://id.worldcat.org/fast/992659"><mods:topic>Large deviations</mods:topic></mods:subject><mods:recordInfo>
		<mods:recordContentSource authority="marcorg">RPB</mods:recordContentSource>
		<mods:recordCreationDate encoding="iso8601">20121023</mods:recordCreationDate>        
	</mods:recordInfo>
<mods:language xmlns:xlink="http://www.w3.org/1999/xlink"><mods:languageTerm type="code" authority="iso639-2b">eng</mods:languageTerm><mods:languageTerm type="text">English</mods:languageTerm></mods:language><mods:identifier xmlns:xlink="http://www.w3.org/1999/xlink" type="doi">10.7301/Z0GT5KGW</mods:identifier><mods:accessCondition xmlns:xlink="http://www.w3.org/1999/xlink" type="rights statement" xlink:href="http://rightsstatements.org/vocab/InC/1.0/">In Copyright</mods:accessCondition><mods:accessCondition type="restriction on access">Collection is open for research.</mods:accessCondition><mods:typeOfResource xmlns:xlink="http://www.w3.org/1999/xlink" authority="primo">dissertations</mods:typeOfResource></mods:mods>