- Date : 9 Oct. (Thu)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30 – 18:00
- Speaker: Hideyuki Tanaka (Ritsumeikan university)
- Title: Asymptotic error distribution of the Euler method for nonlinear filtering
- Abstract: This talk consists of two parts:
1. a basic introduction of stable convergence of random variables
2. analysis of error distribution arising from nonlinear filtering
(joint work with T. Ogihara)