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math.PR2018
More on the long time stability of Feynman-Kac semigroups
Grégoire Ferré, Mathias Rousset, Gabriel Stoltz
Feynman-Kac semigroups appear in various areas of mathematics: non-linear filtering, large deviations theory, spectral analysis of Schrodinger operators among others. Their long ti…
math.PR2018
On the Asymptotic Normality of Adaptive Multilevel Splitting
Frédéric Cérou, Bernard Delyon, Arnaud Guyader +1
Adaptive Multilevel Splitting (AMS for short) is a generic Monte Carlo method for Markov processes that simulates rare events and estimates associated probabilities. Despite its pr…