Large Deviation Theory and its Application to Nonlinear Filtering
نویسندگان
چکیده
منابع مشابه
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Large Deviation Theory
If we draw a random variable n times from Q, the probability distribution of the sum of the random variables is given by Q. This is the convolution of Q with itself n times. As n → ∞, Q tends to a normal distribution by the central limit theorem. This is shown in Figure 1. The top line is a computed normal distribution with the same mean as Q. However, as shown in Figure 3, when plotted on a lo...
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ژورنال
عنوان ژورنال: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
سال: 1999
ISSN: 2188-4730,2188-4749
DOI: 10.5687/sss.1999.11