Stetige stochastische Approximation (Q1131815)
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English | Stetige stochastische Approximation |
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Stetige stochastische Approximation (English)
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1979
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continuous parameter Robbins-Monro process
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rate of convergence
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asymptotic normality
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law of iterated logarithm
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central limit theorem
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ordinary stochastic differential equations
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