R.L. Dobrushin Markov processes with a large number of locally interacting components: existence of a limit process and its ergodicity. Problem Inform. Transmission (7) 149-164.  Home/Search   Document Not in Database   Summary   Related Articles

....obtain a computionnally feasible solution some kind of approximation is needed. On the other hand, particle methods have been developed in physics since the second world war, mainly for the need of Fluid Mechanics (M el eard [32] McKean [33] Sznitman [43] and Statistical Mechanics ( Dobrushin [22], Liggett [31] Spitzer [42] During the decade their application area has grown establishing unexpected connection with number of other fields. Short title: Non Linear Filtering Using Interacting Particles. Keywords: Non linear filtering, measure valued processes, interacting and branching ....

....; N;N ) satisfying a stochastic dynamical equation or more generally evolving according to a Markov transition probability kernel on a product space E N , N 1. Such models are used in Fluid mechanics to study the many particle nature of real systems with internal fluctuations (see Sznitman [22], 38] 42] and [44] and in [16] the author proposes one way to use such models to solve numerically the so called nonlinear filtering equation. The problem of weak convergence in both situations consists to study the limiting behavior of the empirical measures j N = 1 N N X i=1 ffi i;N ....

R.L. Dobrushin Markov processes with a large number of locally interacting components: existence of a limit process and its ergodicity. Problem Inform. Transmission (7) 149-164.

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