4. Mathematics
  5. Probability

Pavel Chigansky

Mathematics – Probability

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A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains

Mathematics – Probability
Scientific paper

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An ergodic theorem for filtering with applications to stability

Mathematics – Probability
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Asymptotic stability of the Wonham filter for ergodic and nonergodic signals

Mathematics – Probability
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Compound Poisson approximation for triangular arrays with application to threshold estimation

Mathematics – Probability
Scientific paper

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Distribution of the Brownian motion on its way to hitting zero

Mathematics – Probability
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