Genealogies and increasing propagation of chaos for Feynman-Kac and genetic models

• 成果类型: Article
• 署名作者: Del Moral, P; Miclo, L
• 署名单位: Centre National de la Recherche Scientifique (CNRS); Universite de Toulouse; Universite Toulouse III - Paul Sabatier
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• 发表日期: 2001
• 页码: 1166-1198
• 关键词: interacting particle-systems; CONVERGENCE

摘要

A path-valued interacting particle systems model for the genealogical structure of genetic algorithms is presented, We connect the historical process and the distribution of the whole ancestral tree with a class of Feynman-Kac formulae on path space. We also prove increasing and uniform versions of propagation of chaos for appropriate particle block size and time horizon yielding what seems to be the first result of this type for this class of particle systems.