scientific article; zbMATH DE number 825585
From MaRDI portal
Publication:4858374
zbMath0838.60001MaRDI QIDQ4858374
Publication date: 12 December 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic behaviorstrong law of large numberscentral limit theoremlarge deviationstopological propertieslaw of iterated logarithmsmeasures on a Polish space
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (50)
Tullock contests reward information advantages ⋮ An online prediction algorithm for reinforcement learning with linear function approximation using cross entropy method ⋮ Multiscale Q-learning with linear function approximation ⋮ Strong robustness to incomplete information and the uniqueness of a correlated equilibrium ⋮ Uncorrelatedness and orthogonality for vector-valued processes ⋮ A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning ⋮ Nonclassical total probability formula and quantum interference of probabilities ⋮ RealLife: the continuum limit of larger than life cellular automata ⋮ Strategic interaction in trend-driven dynamics ⋮ Verification of General Markov Decision Processes by Approximate Similarity Relations and Policy Refinement ⋮ Invariant measures for frequently hypercyclic operators ⋮ Information in Tullock contests ⋮ Conditional Central Limit Theorem ⋮ Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium ⋮ Zero-sum risk-sensitive stochastic games on a countable state space ⋮ Scaling limits for continuous opinion dynamics systems ⋮ Brownian motion and parabolic Anderson model in a renormalized Poisson potential ⋮ Stabilization of stochastic approximation by step size adaptation ⋮ Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem ⋮ Levy multiplicative chaos and star scale invariant random measures ⋮ Optimal portfolio choice for a behavioural investor in continuous-time markets ⋮ Statistical estimation of the Shannon entropy ⋮ Full Gradient DQN Reinforcement Learning: A Provably Convergent Scheme ⋮ Robust target localization in the absence of signal propagation models ⋮ Mild solution to parabolic Anderson model in Gaussian and Poisson potential ⋮ Independence and atoms ⋮ On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients ⋮ A further remark on dynamic programming for partially observed Markov processes ⋮ Simultaneous perturbation Newton algorithms for simulation optimization ⋮ On the Hamiltonicity Gap and doubly stochastic matrices ⋮ Avoidance of traps in stochastic approximation ⋮ Stochastic approximation with `controlled Markov' noise ⋮ Opinion dynamics with Lotka-Volterra type interactions ⋮ Stochastic approximation algorithms: overview and recent trends. ⋮ Pathwise asymptotics for Volterra type stochastic volatility models ⋮ A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization ⋮ Euclidean Gibbs measures of interacting quantum anharmonic oscillators ⋮ Best predictors in logarithmic distance between positive random variables ⋮ Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions ⋮ Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes ⋮ Statistical estimation of conditional Shannon entropy ⋮ Two Time-Scale Stochastic Approximation with Controlled Markov Noise and Off-Policy Temporal-Difference Learning ⋮ Multiscale Stochastic Approximation for Parametric Optimization of Hidden Markov Models ⋮ Asymptotics of the Invariant Measure in Mean Field Models with Jumps ⋮ Large deviations for conditionally Gaussian processes: estimates of level crossing probability ⋮ Sample complexity for Markov chain self-tuner ⋮ A large deviation principle for empirical measures on Polish spaces: application to singular Gibbs measures on manifolds ⋮ Dynamic programming for ergodic control with partial observations. ⋮ Stability of annealing schemes and related processes ⋮ Empirical Q-Value Iteration
This page was built for publication:
