id:"swepub:oai:DiVA.org:uu-145343"
Search: id:"swepub:oai:DiVA.org:uu-145343" > Limit theorems for ...
- 1 of 1
- Previous record
- Next record
- To hitlist
Limit theorems for stochastic approximation algorithms.
-
- Renlund, Henrik, 1979- (author)
- Uppsala universitet,Matematisk statistik
- (creator_code:org_t)
- 2011
- English 26 s.
- Series: U.U.D.M ; 2011:6
- Reports (other academic/artistic)
Abstract
Subject headings
Close
- We prove a central limit theorem applicable to one dimensional stochastic approximation algorithms that converge to a point where the error terms of the algorithm do not vanish. We show how this applies to a certain class of these algorithms that in particular covers a generalized Pólya urn model, which is also discussed. In addition, we show how to scale these algorithms in some cases where we cannot determine the limiting distribution but expect it to be non-normal.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Keyword
- stochastic approximation algorithms
- central limit theorem
- generalized Polya urn
- Mathematical statistics
- Matematisk statistik
- Mathematical Statistics
- Matematisk statistik
Publication and Content Type
- vet (subject category)
- rap (subject category)
To the university's database
- 1 of 1
- Previous record
- Next record
- To hitlist
Find more in SwePub
- By the author/editor
- Renlund, Henrik, ...
- About the subject
-
- NATURAL SCIENCES
- NATURAL SCIENCES
- and Mathematics
- and Probability Theo ...
- Parts in the series
- U.U.D.M ;
- By the university
- Uppsala University
Search outside SwePub
- Extend your search to:
- Google Book Search
- Google Scholar
Kungliga biblioteket hanterar dina personuppgifter i enlighet med EU:s dataskyddsförordning (2018), GDPR. Läs mer om hur det funkar här.
Så här hanterar KB dina uppgifter vid användning av denna tjänst.
- Copyright © LIBRIS - National Library Systems
- LIBRIS.kb.se
