Strong diffusion approximations for recursive stochastic algorithms

DOI10.1109/18.556109MaRDI QIDQ4340320zbMATH OpenOpenAlexFDO

Authors Hossain Pezeshki-Esfahani, Andrew J. Heunis

Publication date 1997

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.556109

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic approximation (62L20) Strong limit theorems (60F15)

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