On the concentration of Feynman-Kac particle models

Pierre Del Moral

INRIA de Bordeaux Sud-Ouest

This talk is concerned with the concentration properties of Feynman-Kac type interacting particle models arising in physics, biology and engineering science. We discuss non-asymptotic concentration inequalities including uniform exponential estimates with respect to the time parameter. We also illustrate the applications of these results in the context of Quantum Monte Carlo methods and genetic population models.