LARGE DEVIATIONS ANALYSIS OF SOME RECURSIVE ALGORITHMS WITH STATE DEPENDENT NOISE

被引：11

作者：

DUPUIS, P

机构：

[1] BOSTON UNIV,BOSTON,MA 02215

[2] UNIV MINNESOTA,IMA,MINNEAPOLIS,MN 55455

来源：

ANNALS OF PROBABILITY | 1988年 / 16卷 / 04期

关键词：

D O I：

10.1214/aop/1176991581

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1509 / 1536

页数：28

共 12 条

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ISCOE I, 1985, ADV APPL MATH, V6, P373, DOI 10.1016/0196-8858(85)90017-X

[10] ASYMPTOTIC PROPERTIES OF STOCHASTIC APPROXIMATIONS WITH CONSTANT-COEFFICIENTS [J].

KUSHNER, HJ ;

HUANG, H .

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