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Geometric Convergence and Concentration Inequalities for the Feynman–Kac Genetic Algorithm

  • Pierre Del Moral,
  • Xinyu Wang

摘要

In this paper, we consider a genetic evolution model associated to a given Feynman–Kac flow (called also the simple genetic algorithm). We first obtain an estimate of the contraction coefficient of this interacting particle system in some suitable metric, independent of the number of particles in the system. Second, by transport-entropy inequality technique, we obtain some concentration inequalities for the particle system, uniform in time and in the number of particles.