Sequences with low discrepancy generalisation and application to bobbins-monbo algorithm (Q3484222): Difference between revisions

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Revision as of 00:01, 20 March 2024

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Sequences with low discrepancy generalisation and application to bobbins-monbo algorithm
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    Sequences with low discrepancy generalisation and application to bobbins-monbo algorithm (English)
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    1990
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    sequences with low discrepancy
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    averaging
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    strong averaging systems
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    convergence theorem
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    estimation of the rate of convergence
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    Robbins-Monro algorithm
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    fast convergence of non-random, ergodic sequences
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    ergodic iterative mapping
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    uniform rate of convergence
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    empirical distribution functions
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    adaptive algorithms
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    stochastic algorithms
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