Screen LibraryMean field simulation for Monte Carlo integration /
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| Main Authors: | |
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| Published: |
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| Literature type: | Book |
| Language: | English |
| Series: |
Monographs on statistics and applied probability (Series) ; 126. |
| Subjects: | |
| Item Description: | "A CRC title, part of the Taylor & Francis imprint, a member of the Taylor & Francis Group, the academic division of T&F Informa plc." |
| Carrier Form: | xlvii, 578 p. ; 25 cm. |
| Bibliography: | Includes bibliographical references (pages 531-273) and index. |
| ISBN: |
9781466504059 (hardcover : acid-free paper) : 1466504056 (hardcover : acid-free paper) |
| Index Number: | QA298 |
| CLC: | O242.2 |
| Call Number: | O242.2/D359 |
| Contents: | Monte Carlo & mean field models -- Theory & applications -- I. Feynman-Kac models -- Feynman-Kac models -- Four equivalent particle interpretations -- Continuous time Feynman-Kac models -- Nonlinear evolutions of intensity measures -- II. Application domains -- Particle absorption models -- Signal processing and control systems -- III. Theoretical aspects -- Mean field Feynman-Kac models -- A general class of mean field models -- Empirical processes -- Feynman-Kac semigroups -- Intensity measure semigroups -- Particle density profiles -- Genealogical tree models -- Particle normalizing constants -- Backward particle Markov models. |