On the almost sure asymptotic behaviour of stochastic algorithm (Q1807280)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the almost sure asymptotic behaviour of stochastic algorithm
scientific article

    Statements

    On the almost sure asymptotic behaviour of stochastic algorithm (English)
    0 references
    0 references
    18 November 1999
    0 references
    The author considers a stochastic algorithm of the form: \( Z_{n+1}=Z_n +\gamma_n(h(Z_n)+r_n)+ \sigma_n \epsilon_{n+1},\) where \(h :R^d \to R^d,\) \(\{r_n\}\) and \(\{\epsilon_n\}\) are disturbances and \(\{\gamma_n\}\) , \(\{\sigma_n\}\) are nonrandom strictly positive sequences with \(\sum_n\gamma_n<\infty\), \(\sum_n\sigma_n<\infty \). She studies almost sure behavior of the algorithm. A law of iterated logarithm and a quadratic strong law of large numbers are established.
    0 references
    stochastic algorithm
    0 references
    laws of iterated logarithm
    0 references
    quadratic laws of large numbers
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers