Large deviations in the theory of nonlinear filtering and nilpotent Lie algebras

zbMath0805.60018MaRDI QIDQ1332272

Toussaint Joseph Rabeherimanana

Publication date: 2 February 1995

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1994__30_3_331_0

zbMATH Keywords

Lie algebranonlinear filteringlarge deviation principlenilpotent Lie algebras

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10)

Related Items (2)

Small random perturbations of random evolution equations ⋮ Large deviations and functional law of the iterated logarithm for random processes

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