Averaging analysis of a point process adaptive algorithm
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Publication:4822473
DOI10.1239/jap/1082552211zbMath1051.60054OpenAlexW2029718777MaRDI QIDQ4822473
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
counting processmixing conditionsalgorithm convergenceadaptive parameter estimation algorithmfinite-time averaging analysisGikhman's technique
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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