Browsing by Subject "Weak convergence of probability measures"

Now showing items 1-2 of 2

    • Conference Object  

      On the relation of nonanticipative rate distortion function and filtering theory 

      Charalambous, Charalambos D.; Stavrou, P. A. (2013)
      In this paper the relation between nonanticipative rate distortion function (RDF) and Bayesian filtering theory is investigated using the topology of weak convergence of probability measures on Polish spaces. The relation ...
    • Conference Object  

      Optimization of directed information and relations to filtering theory 

      Charalambous, Charalambos D.; Stavrou, P. A. (Institute of Electrical and Electronics Engineers Inc., 2014)
      In this paper we generalize the relation between nonanticipative Rate Distortion Function (RDF) and filtering theory, to processes which are affected by the reproduction process, by utilizing the topology of weak convergence ...