Local approximations for branching particle systems

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Local Approximations for Branching Particle Systems

We derive different local approximations along with estimates of the remainders for the total mass processes of two branching particle systems. To this end, we investigate the corresponding classes of integer-valued variables. One of them is comprised of Pólya-Aeppli distributions, while members of the other class are the convolutions of a zero-modified geometric law. We obtain the closed-form ...

متن کامل

Rates for Branching Particle Approximations of Continuous - Discrete Filters

Herein, we analyze an efficient branching particle method for asymptotic solutions to a class of continuous-discrete filtering problems. Suppose that t→Xt is a Markov process and we wish to calculate the measure-valued process t→ μt(·) . = P{Xt ∈ ·|σ{Ytk , tk ≤ t}}, where tk = kε and Ytk is a distorted, corrupted, partial observation of Xtk . Then, one constructs a particle system with observat...

متن کامل

Interacting Particle Systems Approximations ofthe

In this paper we consider the continuous time ltering problem and we estimate the order of convergence of an interacting particle system scheme presented by the authors in previous works. We will discuss how the discrete time approximating model of the Kushner-Stratonovitch equation and the genetic type interacting particle system approximation combine. We present quenched error bounds as well ...

متن کامل

A Local Branching Approach for the Set Covering Problem

The set covering problem (SCP) is a well-known combinatorial optimization problem. This paper investigates development of a local branching approach for the SCP. This solution strategy is exact in nature, though it is designed to improve the heuristic behavior of the mixed integer programming solver. The algorithm parameters are tuned by design of experiments approach. The proposed method is te...

متن کامل

Stationary Distribution for Dioecious Branching Particle Systems with Rapid Stirring

We study dioecious (i.e., two-sex) branching particle system models, where there are two types of particles, modeling the male and female populations, and where birth of new particles requires the presence of both male and female particles. We show that stationary distributions of various dioecious branching particle models are nontrivial under certain conditions, for example, when there is suf...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Communications on Stochastic Analysis

سال: 2007

ISSN: 0973-9599

DOI: 10.31390/cosa.1.2.08