A Law of Large Numbers for Rescaled Random Difference Equations

DOI10.1142/S0219493703000760zbMATH Open1044.60023MaRDI QIDQ4474375FDOQ4474375

Robert Burton, Uwe Rösler, Herold Dehling

Publication date: 12 July 2004

Published in: Stochastics and Dynamics (Search for Journal in Brave)

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zbMATH Keywords

learning algorithmsrandom difference equationsErgodic theorem

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Strong limit theorems (60F15) Discrete-time Markov processes on general state spaces (60J05)

Cited In (1)

• Stationary densities and the stochastic approximation of a certain class of random algorithms

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