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Stochastic approximation with long range dependent and heavy tailed noise - MaRDI portal

Stochastic approximation with long range dependent and heavy tailed noise (Q383264)

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scientific article; zbMATH DE number 6232301
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Stochastic approximation with long range dependent and heavy tailed noise
scientific article; zbMATH DE number 6232301

    Statements

    Stochastic approximation with long range dependent and heavy tailed noise (English)
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    25 November 2013
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    stochastic approximation
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    long range dependence
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    heavy tailed noise
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    O.d.e. limit
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    convergence in \(\xi\)th mean
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