Approximation gaussienne d'algorithmes stochastiques à dynamique markovienne. (Gaussian approximation of stochastic algorithms)

zbMath0643.60038MaRDI QIDQ1102035

Catherine Bouton

Publication date: 1988

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1988__24_1_131_0

zbMATH Keywords

asymptotic behaviourtransition kernelsmixing propertiesstochastic approximation algorithmsGaussian diffusions

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic approximation (62L20)

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