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On the concentration properties of Interacting particle processes
Concentration properties Feynman-Kac particle processes stochastic particle models
2011/7/11
Abstract: These lecture notes present some new concentration inequalities for Feynman-Kac particle processes. We analyze different types of stochastic particle models, including particle profile occup...
Concentration Properties of a Gaussian Field Given that its $L^2$-Norm is Large
Concentration Properties Gaussian Field Given $L^2$-Norm is Large
2010/9/1
The realizations of a Gaussian field are investigated in the limit where its L2-norm is large.
Concentration onto the eigenspace associated with the largest eigenvalue of the covariance of the field ...