Mean field simulation for Monte Carlo integration. ([2013])

• Record Type: Book
• Further Information: Note: Pierre Del Moral.
• Authors: Del Moral, Pierre
• 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.
• Publisher Details: Boca Raton : Taylor & Francis
• Publication Date: 2013
• Copyright Date: 2013
• Extent: 1 online resource (xlvii, 577 pages), illustrations
• Subjects: 518/.282; Monte Carlo method; Mean field theory; MATHEMATICS -- Numerical Analysis; Mean field theory; Monte Carlo method; Electronic books
• Languages: English
• ISBNs: 9781466504172
• Related ISBNs: 146650417X; 9781466504059; 1466504056
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.