A path-valued interacting particle systems model for the
genealogical structure of genetic algorithms is presented. We connect the
historical process and the distribution of the whole ancestral tree with a
class of Feynman-Kac formulae on path space. We also prove increasing and
uniform versions of propagation of chaos for appropriate particle block size
and time horizon yielding what seems to be the first result of this type for
this class of particle systems.
Publié le : 2001-11-14
Classification:
Interacting particle systems,
genetic algorithms,
historical process,
genealogy,
relative entropy,
propagation of chaos,
non linear filtering,
Feynman-Kac formula,
empirical processes,
60F17,
60K35,
60J05,
60G35,
93E11
@article{1015345399,
author = {Moral, P. Del and Miclo, L.},
title = {Genealogies and Increasing Propagation of Chaos For Feynman-Kac
and Genetic Models},
journal = {Ann. Appl. Probab.},
volume = {11},
number = {2},
year = {2001},
pages = { 1166-1198},
language = {en},
url = {http://dml.mathdoc.fr/item/1015345399}
}
Moral, P. Del; Miclo, L. Genealogies and Increasing Propagation of Chaos For Feynman-Kac
and Genetic Models. Ann. Appl. Probab., Tome 11 (2001) no. 2, pp. 1166-1198. http://gdmltest.u-ga.fr/item/1015345399/