Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Lognormal Central Limit Theorem for Particle Approximations of
  Normalizing Constants   This paper deals with the numerical approximation of normalizing constants
produced by particle methods, in the general framework of Feynman-Kac sequences
of measures. It is well-known that the corresponding estimates satisfy a
central limit theorem for a fixed time horizon $n$ as the number of particles
$N$ goes to infinity. Here, we study the situation where both $n$ and $N$ go to
infinity in such a way that $\lim_{n\rightarrow\infty}% n/N=\alpha>0$. In this
context, Pitt et al. \cite{pitt2012} recently conjectured that a lognormal
central limit theorem should hold. We formally establish this result here,
under general regularity assumptions on the model. We also discuss special
classes of models (time-homogeneous environment and ergodic random environment)
for which more explicit descriptions of the limiting bias and variance can be
obtained.

22
The categories of this paper are: chao-dyn
12
The categories of this paper are: nucl-th
13
The categories of this paper are: quant-ph
30
The categories of this paper are: q-alg
15
The categories of this paper are: nucl-ex
5
The categories of this paper are: gr-qc
31
The categories of this paper are: ao-sci
20
The categories of this paper are: acc-phys
34
The categories of this paper are: chem-ph
6
The categories of this paper are: astro-ph
24
The categories of this paper are: dg-ga
9
The categories of this paper are: nlin
29
The categories of this paper are: funct-an
33
The categories of this paper are: plasm-ph
10
The categories of this paper are: q-bio
21
The categories of this paper are: adap-org