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Sequential estimation of the solution of an integral equation in filtering theory

Part II: Research Reports
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 16)

Keywords

Banach Space Central Limit Theorem Gaussian Process Random Element Invariance Principle 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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    Arnold, L.: Stochastische Differentialgleichungen. München: Oldenbourg 1973.Google Scholar
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    Bucy, R.S.; Joseph, P.D.: Filtering for Stochastic Processes with Applications to Guidance. New York: Interscience Publ. 1968.Google Scholar
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    Fabian, V.: On asymptotic normality in stochastic approximation. Ann. Math. Statist. 39, 1327–1332 (1968).Google Scholar
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    Giné M., Giné E.: On the central limit theorem for sample continuous processes. Ann. Probability 2, 629–641 (1974).Google Scholar
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    Kuelbs, J.: The invariance principle for Banach space valued random variables. J. Multivariate Analysis 3, 161–172 (1973).Google Scholar
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    Padgett, W.J.; Taylor, R.L.: Laws of Large Numbers for Normed Linear Spaces and Certain Fréchet Spaces. Berlin: Springer 1973.Google Scholar
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    Strassen, V.; Dudley, R.M.: The central limit theorem and ɛ-entropy. In: Probability and Information Theory (eds. M. Behara, K. Krickeberg, J. Wolfowitz), 224–231. Berlin: Springer 1969.Google Scholar
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    Walk, H.: An invariance principle for the Robbins-Monro process in a Hilbert space. Z. Wahrscheinlichkeitstheorie verw. Gebiete 39, 135–150 (1977).Google Scholar
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    Walk, H.: A functional central limit theorem for martingales in C(K) and its application to sequential estimates. To appear.Google Scholar

Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • H. Walk
    • 1
  1. 1.Universität Essen — Gesamthochschule Fachbereich MathematikEssen 1Bundesrepublik Deutschland

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