✦ LIBER ✦

Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms

✍ Scribed by Pelletier, Mariane

Book ID: 120294625
Publisher: Society for Industrial and Applied Mathematics
Year: 2000
Tongue: English
Weight: 260 KB
Volume: 39
Category: Article
ISSN: 0363-0129
DOI: 10.1137/S0363012998308169

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the almost sure asymptotic behaviour

On the almost sure asymptotic behaviour of stochastic algorithms

✍ Mariane Pelletier 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 204 KB

Almost sure polynomial asymptotic stabil

Almost sure polynomial asymptotic stability of stochastic difference equations

✍ J. A. D. Appleby; D. Mackey; A. Rodkina 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 277 KB

Almost sure convergence of a class of st

Almost sure convergence of a class of stochastic algorithms

✍ Jean Claude Biscarat 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 928 KB

Almost sure asymptotic bounds for a clas

Almost sure asymptotic bounds for a class of stochastic differential equations

✍ Mao, Xuerong 📂 Article 📅 1992 🏛 Taylor and Francis Group ⚖ 345 KB

Almost Sure Asymptotic Stability of Stoc

Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps

✍ Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 230 KB

An Almost Sure Central Limit Theorem for

An Almost Sure Central Limit Theorem for Stochastic Approximation Algorithms

✍ Mariane Pelletier 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 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