Sequences with low discrepancy generalisation and application to bobbins-monbo algorithm

DOI10.1080/02331889008802246zbMath0704.62069OpenAlexW2059626040MaRDI QIDQ3484222

Karam Sab, Gilles Pagès, Bernard Lapeyre

Publication date: 1990

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802246

zbMATH Keywords

adaptive algorithmsstochastic algorithmsaveragingempirical distribution functionsconvergence theoremRobbins-Monro algorithmuniform rate of convergenceestimation of the rate of convergenceergodic iterative mappingfast convergence of non-random, ergodic sequencessequences with low discrepancystrong averaging systems

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic approximation (62L20) General theory of distribution modulo (1) (11K06) Pseudo-random numbers; Monte Carlo methods (11K45)

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Cites Work

• Beiträge zur Diskrepanz bezüglich gewichteter Mittel. (Contributions to the discrepancy with respect to weighted means)
• Stochastic Estimation of the Maximum of a Regression Function
• A Stochastic Approximation Method