Large deviations analysis of some recursive algorithms with state dependent noise

DOI10.1214/aop/1176991581zbMath0661.60045OpenAlexW2088294356MaRDI QIDQ1113175

Paul Dupuis

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991581

zbMATH Keywords

conditional distributions of time incrementslarge deviation-type theoremsLipschitz continuous sample paths

Mathematics Subject Classification ID

Stochastic approximation (62L20) Large deviations (60F10)

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