On the stochastic acceleration of sequences of random variables

DOI10.1016/0168-9274(94)00026-3MaRDI QIDQ1334844zbMATH OpenOpenAlexFDO

Authors Hélène Lavastre

Publication date 28 March 1995

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0168-9274(94)00026-3

zbMATH Keywords

convergence accelerationalmost sure convergenceconvergence in probabilitysequences of random variablesalmost complete convergencestochastic accelerationAitken's delta square processfinite summation process

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Limit theorems in probability theory (60F99) Extrapolation to the limit, deferred corrections (65B05)

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Cites work

• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 3320062 (Why is no real title available?)
• Extrapolation methods theory and practice
• On the stochastic regularity of sequence transformations operating in a Banach space

Cited in

(2)

• Convergence acceleration during the 20th century
• Extrapolation algorithms and Padé approximations: A historical survey

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