On the stochastic acceleration of sequences of random variables

DOI10.1016/0168-9274(94)00026-3zbMath0809.65142OpenAlexW1988904010MaRDI QIDQ1334844

Hélène Lavastre

Publication date: 28 March 1995

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0168-9274(94)00026-3

zbMATH Keywords

convergence accelerationalmost sure convergenceconvergence in probabilitysequences of random variablesalmost complete convergencestochastic accelerationAitken's delta square processfinite summation process

Mathematics Subject Classification ID

Extrapolation to the limit, deferred corrections (65B05) Limit theorems in probability theory (60F99) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Extrapolation algorithms and Padé approximations: A historical survey ⋮ Convergence acceleration during the 20th century

Cites Work

• Extrapolation methods theory and practice
• On the stochastic regularity of sequence transformations operating in a Banach space
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