𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Strong Approximation Theorem for Stochastic Recursive Algorithms

✍ Scribed by V. S. Borkar; S. K. Mitter


Book ID
110423157
Publisher
Springer
Year
1999
Tongue
English
Weight
544 KB
Volume
100
Category
Article
ISSN
0022-3239

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


An Almost Sure Central Limit Theorem for
✍ Mariane Pelletier πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 154 KB

We prove an almost sure central limit theorem for some multidimensional stochastic algorithms used for the search of zeros of a function and known to satisfy a central limit theorem. The almost sure version of the central limit theorem requires either a logarithmic empirical mean (in the same way as

Limit theorems for recursive algorithms
✍ P Feldman; S.T Rachev; L RΓΌschendorf πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 769 KB