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Rate of mixing and the averaging principles for stochastic recursive procedures - MaRDI portal

Rate of mixing and the averaging principles for stochastic recursive procedures

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Publication:1177622

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zbMath0752.93068MaRDI QIDQ1177622

O. V. Gulinsky, Alexander Yu. Veretennikov

Publication date: 26 June 1992

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

stochastic algorithm

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

Related Items (2)

On robustness of discrete time optimal filters ⋮ Subgeometric ergodicity and β-mixing

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