Stetige stochastische Approximation
Copyright policy )Stetige stochastische Approximation
In dieser Arbeit wird der Robbins-Monroe Prozes mit stetigem Parameter studiert. Durch eine neue Methode (Vergleich mit expliziten Losungen) konnen verschiedene Aspekte wie Konvergenzgeschwindigkeit, asymptotische Normalitat, Gesetz vom iterierten Logarithmus etc. auf ahnliche Weise behandelt werden. Der Fall, das die Ableitung der Regressionsfunktionf in dem gesuchten Punktx* gleich Null ist, wird ebenfalls behandelt.
- University of Vienna Austria
- DigiZeitschriften Germany
- Universitätszahnklinik Wien Austria
Strong limit theorems, Stochastic approximation, asymptotic normality, central limit theorem, Central limit and other weak theorems, Article, Stochastic ordinary differential equations (aspects of stochastic analysis), 510.mathematics, ordinary stochastic differential equations, continuous parameter Robbins-Monro process, law of iterated logarithm, rate of convergence
Strong limit theorems, Stochastic approximation, asymptotic normality, central limit theorem, Central limit and other weak theorems, Article, Stochastic ordinary differential equations (aspects of stochastic analysis), 510.mathematics, ordinary stochastic differential equations, continuous parameter Robbins-Monro process, law of iterated logarithm, rate of convergence
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