Mathematics – Probability
Scientific paper
2010-12-24
Mathematics
Probability
Revised version Technical report INRIA HAL-INRIA RR-7233
Scientific paper
The aim of this paper is two-fold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple target tracking context. We study its stability properties, characterize its long time behavior and provide a series of weak Lipschitz type functional contraction inequalities. Second we design and analyze an original particle scheme to approximate numerically these intensity measures. Under appropriate regularity conditions, we obtain uniform and non asymptotic estimates and a functional central limit theorem. To the best of our knowledge, these are the first sharp theoretical results available for this class of spatial branching point processes.
Caron Francois
Doucet Arnaud
Moral Pierre Del
Pace Michele
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