Liptser R.

R. Liptser

Information about the author R. Liptser will soon be added to the site.
Found 3 papers in total
A simple asymptotically optimal filter over an infinite horizon
A simple asymptotically optimal filter over an infinite horizon
2001
A filtering problem over an infinite horizon for a continuous time signal and discrete...
Filtering with a limiter (improved performance)
Filtering with a limiter (improved performance)
1998
We consider a filtering problem for a Gaussian diffusion process observed via...
Large deviations for a simple closed queueing model
Large deviations for a simple closed queueing model
1993
The paper considers a simple queueing model with one service station. The arrival and...
Papers per page: