Document Type
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BL
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Record Number
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726295
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Doc. No
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b546027
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Main Entry
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Pierre Del Moral.
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Title & Author
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Mean field simulation for Monte Carlo integration\ Pierre Del Moral.
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Publication Statement
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Boca Raton: Taylor & Francis, [2013] ©2013
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Series Statement
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Chapman & Hall/CRC Monographs on Statistics & Applied Probability.
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Page. NO
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(xlvii, 577 pages) : illustrations.
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ISBN
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146650417X
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: 9781466504172
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Contents
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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.
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Abstract
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A CRC title, part of the Taylor & Francis imprint, a member of the Taylor & Francis Group, the academic division of T&F Informa plc.
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Subject
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MATHEMATICS -- Numerical Analysis.
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Subject
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Mean field theory.
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Subject
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Monte Carlo method.
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Added Entry
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Pierre Del Moral
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