...........................................................................................................................v List of Figures ..................................................................................................................viii List of Tables ...................................................................................................................x Chapt...

We consider the particle filter approximation of the optimal filter in non-compact state space models. A time-uniform convergence result is built on top of a filter stability argument developed by Douc, Moulines, and Ritov (2009), under the assumption of a heavy-tailed state process and an informative observation model. We show that an existing set of sufficient conditions for filter stability ...