Strong diffusion approximations for recursive stochastic algorithms

DOI10.1109/18.556109zbMath1090.62551OpenAlexW2160346828MaRDI QIDQ4340320

Hossain Pezeshki-Esfahani, Andrew J. Heunis

Publication date: 1997

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.556109

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic approximation (62L20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

The method of averaged models for discrete-time adaptive systems

This page was built for publication: Strong diffusion approximations for recursive stochastic algorithms