Large deviations and rare events in the study of stochastic algorithms
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Publication:3313752
DOI10.1109/TAC.1983.1103345zbMath0531.93064OpenAlexW2070057864MaRDI QIDQ3313752
Gérard Malgouyres, Jean-Claude Fort, Marie Cottrell
Publication date: 1983
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1983.1103345
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Stochastic approximation (62L20) Stochastic stability in control theory (93E15) Large deviations (60F10) Probabilistic measure theory (60A10) Communication theory (94A05)
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