Normalized convergence of random variables

DOI10.1007/BF01125420MaRDI QIDQ1816142zbMATH OpenFDO

Authors Vladimir I. Norkin

Publication date 6 January 1997

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01125420

zbMATH Keywords

iterative optimization algorithmsstochastic programming

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic programming (90C15)

Recommendations

• Normalized convergence of random variables and its applications
• Normalized convergence in stochastic optimization
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Cites work

• Convergence of the empirical mean method in statistics and stochastic programming
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Normalized convergence in stochastic optimization
• Relations between Weak and Uniform Convergence of Measures with Applications

Cited in

(8)

• Convergence to normal distribution of random sums
• Ideal convergence of random variables
• Normal convergence of multidimensional shot noise and rates of this convergence
• Normalized convergence of random variables and its applications
• Normal and Poisson Convergencies
• Convergence of Known Distributions to Limiting Normal or Non-normal Distributions: An Elementary Ratio Technique
• Stochastic optimization problems with nonlinear dependence on a probability measure via the Wasserstein metric
• Normalized convergence in stochastic optimization

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