Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms).

DOI10.1016/J.CRMA.2003.07.002MaRDI QIDQ1415531zbMATH OpenOpenAlexFDO

Authors Paul Doukhan, Odile Brandière

Publication date 4 December 2003

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2003.07.002

zbMATH Keywords

law of the large numbers for triangular arrayslinear regressionmodeling the dependency of the input noiseordinary differential equation method

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cites work

• A Dynamical System Approach to Stochastic Approximations
• A new covariance inequality and applications.
• A new weak dependence condition and applications to moment inequalities
• General results on the convergence of stochastic algorithms
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• Some Convergence Theorems for Independent Random Variables
• Stochastic algorithms
• Stochastic approximation and its applications
• Stochastic approximation methods for constrained and unconstrained systems

Cited in

(3)

• Study of the consistency of a stochastic algorithm under mixing
• Almost complete convergence for the sequence of approximate solutions in linear calibration problem with \(\alpha\)-mixing random data
• scientific article; zbMATH DE number 2188835 (Why is no real title available?)

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