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
Almost sure central limit theorems for random fields
✍ Scribed by István Fazekas; Zdzisław Rychlik
- Publisher
- John Wiley and Sons
- Year
- 2003
- Tongue
- English
- Weight
- 133 KB
- Volume
- 259
- Category
- Article
- ISSN
- 0025-584X
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✦ Synopsis
Abstract
A general almost sure limit theorem is presented for random fields. It is applied to obtain almost sure versions of some (functional) central limit theorems. (© 2003 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
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