An Almost Sure Central Limit Theorem for
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Mariane Pelletier
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Article
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1999
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Elsevier Science
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English
β 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