On the stochastic acceleration of sequences of random variables

DOI10.1016/0168-9274(94)00026-3zbMATH Open0809.65142OpenAlexW1988904010MaRDI QIDQ1334844FDOQ1334844

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

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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)

Cites Work

• Title not available (Why is that?)
• Extrapolation methods theory and practice
• Title not available (Why is that?)
• 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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