Averaging analysis of a point process adaptive algorithm

DOI10.1239/jap/1082552211zbMath1051.60054OpenAlexW2029718777MaRDI QIDQ4822473

Victor Solo

Publication date: 25 October 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1082552211

zbMATH Keywords

counting processmixing conditionsalgorithm convergenceadaptive parameter estimation algorithmfinite-time averaging analysisGikhman's technique

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Some Limit Theorems for Random Functions. I
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• Deterministic adaptive control with slowly varying parameters: an averaging analysis
• A Stochastic Approximation Method
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