Mirebrahimi, Meghdad Synchronization and fluctuations for interacting stochastic systems with individual and collective reinforcement. (English) Zbl 07904961 Stoch. Models 40, No. 3, 464-501 (2024). MSC: 60K35 60F15 60F05 62L20 62P35 × Cite Format Result Cite Review PDF Full Text: DOI
Pham Huu Anh Ngoc; Ky Quan Tran On stability of numerical solutions of neutral stochastic delay differential equations with time-dependent delay. (English) Zbl 07783910 Math. Methods Appl. Sci. 46, No. 9, 11246-11261 (2023). MSC: 65C30 34K50 34K40 × Cite Format Result Cite Review PDF Full Text: DOI
Di Serafino, Daniela; Krejić, Nataša; Jerinkić, Nataša Krklec; Viola, Marco LSOS: line-search second-order stochastic optimization methods for nonconvex finite sums. (English) Zbl 1511.65048 Math. Comput. 92, No. 341, 1273-1299 (2023). MSC: 65K05 90C15 62L20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ngoc, Pham Huu Anh; Tran, Ky Quan On stability of solutions of stochastic delay differential equations. (English) Zbl 1505.93211 Syst. Control Lett. 169, Article ID 105384, 10 p. (2022). MSC: 93D23 93E15 93C23 34K50 × Cite Format Result Cite Review PDF Full Text: DOI
Frolov, A. N. On the strong form of the Borel-Cantelli lemma. (English. Russian original) Zbl 1497.60035 Vestn. St. Petersbg. Univ., Math. 55, No. 1, 64-70 (2022); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 9(67), No. 1, 85-93 (2022). MSC: 60F15 11J99 60A05 60A10 × Cite Format Result Cite Review PDF Full Text: DOI
Cohen, David; Lang, Annika Numerical approximation and simulation of the stochastic wave equation on the sphere. (English) Zbl 1492.65019 Calcolo 59, No. 3, Paper No. 32, 32 p. (2022). MSC: 65C30 35R60 33C55 41A25 60H15 60H35 60G60 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Bonsaglio, Marta; Fortini, Sandra; Ventz, Steffen; Trippa, Lorenzo Approximating the operating characteristics of Bayesian uncertainty directed trial designs. (English) Zbl 07560389 J. Stat. Plann. Inference 221, 90-99 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bercu, Bernard; Bryc, Wlodzimierz Erratum to: “Asymptotic results for empirical measures of weighted sums of independent random variables”. (English) Zbl 1485.60034 Electron. Commun. Probab. 27, Paper No. 23, 1 p. (2022). MSC: 60F15 60F05 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Djordjević, Dušan D. A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition. (English) Zbl 1505.60062 Stochastic Anal. Appl. 40, No. 3, 539-560 (2022). MSC: 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Banholzer, Dirk; Fliege, Jörg; Werner, Ralf On rates of convergence for sample average approximations in the almost sure sense and in mean. (English) Zbl 1489.90073 Math. Program. 191, No. 1 (B), 307-345 (2022). MSC: 90C15 90C30 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Djordjević, Dušan D.; Milošević, Marija An approximate Taylor method for stochastic functional differential equations via polynomial condition. (English) Zbl 1524.60122 An. Științ. Univ. “Ovidius” Constanța, Ser. Mat. 29, No. 3, 105-133 (2021). MSC: 60H10 41A25 41A58 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Ramaswamy, Arunselvan; Bhatnagar, Shalabh; Quevedo, Daniel E. Asynchronous stochastic approximations with asymptotically biased errors and deep multiagent learning. (English) Zbl 1471.93288 IEEE Trans. Autom. Control 66, No. 9, 3969-3983 (2021). MSC: 93E35 93A16 93B70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Giuliano, Rita; Macci, Claudio; Pacchiarotti, Barbara Asymptotic results for weighted means of linear combinations of independent Poisson random variables. (English) Zbl 1492.60063 Stochastics 92, No. 4, 497-518 (2020). MSC: 60F10 60F05 60E07 × Cite Format Result Cite Review PDF Full Text: DOI
Crépey, S.; Fort, G.; Gobet, E.; Stazhynski, U. Uncertainty quantification for stochastic approximation limits using chaos expansion. (English) Zbl 1448.62125 SIAM/ASA J. Uncertain. Quantif. 8, 1061-1089 (2020). MSC: 62L20 41A10 41A25 60B12 60F15 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Kaur, Gursharn Negatively reinforced balanced urn schemes. (English) Zbl 1408.60020 Adv. Appl. Math. 105, 48-82 (2019). MSC: 60F05 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Radenković, Miloje S.; Stanković, Miloš S.; Stanković, Srdjan S. On stochastic extremum seeking via adaptive perturbation-demodulation loop. (English) Zbl 1412.90144 J. Optim. Theory Appl. 179, No. 3, 1008-1024 (2018). MSC: 90C30 90C59 × Cite Format Result Cite Review PDF Full Text: DOI
Alvarez-Andrade, Sergio; Bouzebda, Salim Almost sure central limit theorem for the hybrid process. (English) Zbl 1391.60040 Statistics 52, No. 3, 519-532 (2018). MSC: 60F05 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Zheng, Guangqu Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals. (English) Zbl 1373.60058 Stochastic Processes Appl. 127, No. 5, 1622-1636 (2017). MSC: 60F05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Khadraoui, Khader A smoothing stochastic simulated annealing method for localized shapes approximation. (English) Zbl 1351.65041 J. Math. Anal. Appl. 446, No. 1, 1018-1029 (2017). MSC: 65K10 49Q10 49M37 90C27 × Cite Format Result Cite Review PDF Full Text: DOI
Milošević, Marija An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion. (English) Zbl 1410.60057 Appl. Math. Comput. 274, 745-761 (2016). MSC: 60H10 34K50 × Cite Format Result Cite Review PDF Full Text: DOI
Nualart, David; Liu, Yanghui; Hu, Yaozhong Taylor schemes for rough differential equations and fractional diffusions. (English) Zbl 1353.60064 Discrete Contin. Dyn. Syst., Ser. B 21, No. 9, 3115-3162 (2016). MSC: 60H35 60H10 60F15 60F25 60G22 60H05 60H07 65C30 65L20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Benaïm, Michel; Bréhier, Charles-Édouard Convergence of adaptive biasing potential methods for diffusions. (Convergence de méthodes de biaisage adaptatif du potentiel dans des processus de diffusion.) (English. French summary) Zbl 1345.60085 C. R., Math., Acad. Sci. Paris 354, No. 8, 842-846 (2016). MSC: 60J60 60H10 60F15 60F17 60K35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Abadi, Miguel; Saussol, Benoît Almost sure convergence of the clustering factor in \(\alpha\)-mixing processes. (English) Zbl 1335.60030 Stoch. Dyn. 16, No. 3, Article ID 1660016, 11 p. (2016). MSC: 60F15 60G10 60F05 60C05 37A25 37A50 37B20 × Cite Format Result Cite Review PDF Full Text: DOI
Lima, Yuri Graph-based Pólya’s urn: completion of the linear case. (English) Zbl 1335.60185 Stoch. Dyn. 16, No. 2, Article ID 1660007, 13 p. (2016). MSC: 60K35 60F15 60C05 37C10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Stanković, Miloš S.; Stanković, Srdjan S.; Stipanović, Dušan M. Consensus-based decentralized real-time identification of large-scale systems. (English) Zbl 1331.93212 Automatica 60, 219-226 (2015). MSC: 93E12 68T42 93A15 93C55 93C05 × Cite Format Result Cite Review PDF Full Text: DOI
Ben Alaya, Mohamed; Hajji, Kaouther; Kebaier, Ahmed Importance sampling and statistical Romberg method. (English) Zbl 1347.60007 Bernoulli 21, No. 4, 1947-1983 (2015). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60F05 60F15 62L20 65C05 60E07 91G60 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Kaminski, Benjamin Lucien; Katoen, Joost-Pieter On the hardness of almost-sure termination. (English) Zbl 1465.68097 Italiano, F. (ed.) et al., Mathematical foundations of computer science 2015. 40th international symposium, MFCS 2015, Milan, Italy, August 24–28, 2015. Proceedings. Part I. Berlin: Springer. Lect. Notes Comput. Sci. 9234, 307-318 (2015). MSC: 68Q17 68N30 68Q10 68Q87 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kouritzin, Michael A.; Sadeghi, Samira Convergence rates and decoupling in linear stochastic approximation algorithms. (English) Zbl 1328.60085 SIAM J. Control Optim. 53, No. 3, 1484-1508 (2015). MSC: 60F15 60B20 62L20 62J05 41A25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chatterjee, Krishnendu; Chmelík, Martin POMDPs under probabilistic semantics. (English) Zbl 1329.90158 Artif. Intell. 221, 46-72 (2015). MSC: 90C40 68Q17 68Q25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zinchenko, Nadiia Almost sure approximation of the superposition of the random processes. (English) Zbl 1316.60044 Methodol. Comput. Appl. Probab. 17, No. 1, 235-250 (2015). Reviewer: Edward Omey (Brussels) MSC: 60F15 60F17 60G51 60G52 60G50 60K05 60K25 60K10 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Tadić, Vladislav B. Convergence and convergence rate of stochastic gradient search in the case of multiple and non-isolated extrema. (English) Zbl 1357.62274 Stochastic Processes Appl. 125, No. 5, 1715-1755 (2015). Reviewer: Kurt Marti (München) MSC: 62L20 90C15 32B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Lin; Wu, Fuke Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition. (English) Zbl 1326.65018 J. Comput. Appl. Math. 282, 44-53 (2015). MSC: 65C30 60H10 34K28 34K50 × Cite Format Result Cite Review PDF Full Text: DOI
Milošević, Marija Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation. (English) Zbl 1334.60117 Appl. Math. Comput. 237, 672-685 (2014). MSC: 60H25 34D20 × Cite Format Result Cite Review PDF Full Text: DOI
Siorpaes, Pietro On a dyadic approximation of predictable processes of finite variation. (English) Zbl 1333.60058 Electron. Commun. Probab. 19, Paper No. 22, 12 p. (2014). MSC: 60F15 60G40 60G44 60G07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Amiri, Aboubacar; Thiam, Baba A smoothing stochastic algorithm for quantile estimation. (English) Zbl 1463.62246 Stat. Probab. Lett. 93, 116-125 (2014). MSC: 62L20 62G08 62G05 62G07 62L12 65C05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chatterjee, Krishnendu; Doyen, Laurent Partial-observation stochastic games, how to win when belief fails. (English) Zbl 1291.91021 ACM Trans. Comput. Log. 15, No. 2, Article No. 16, 44 p. (2014). MSC: 91A15 68Q17 91A43 91A05 × Cite Format Result Cite Review PDF Full Text: DOI
Hong, Dawei; Man, Shushuang; Birget, Jean-Camille; Lun, Desmond S. A wavelet-based almost-sure uniform approximation of fractional Brownian motion with a parallel algorithm. (English) Zbl 1294.60065 J. Appl. Probab. 51, No. 1, 1-18 (2014). MSC: 60G22 65T60 65Y05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Milošević, Marija Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation. (English) Zbl 1305.34138 Math. Comput. Modelling 57, No. 3-4, 887-899 (2013). MSC: 34K50 34K20 60H10 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Kifer, Yuri Strong approximations for nonconventional sums and almost sure limit theorems. (English) Zbl 1290.60034 Stochastic Processes Appl. 123, No. 6, 2286-2302 (2013). MSC: 60F15 60G15 60G42 37D20 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Cénac, Peggy On the convergence of moments in the almost sure central limit theorem for stochastic approximation algorithms. (English) Zbl 1290.60019 ESAIM, Probab. Stat. 17, 179-194 (2013). MSC: 60F05 60F15 62L20 60G42 × Cite Format Result Cite Review PDF Full Text: DOI
Krejić, Nataša; Lužanin, Zorana; Stojkovska, Irena A gradient method for unconstrained optimization in noisy environment. (English) Zbl 1283.65059 Appl. Numer. Math. 70, 1-21 (2013). MSC: 65K05 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Prudius, Andrei A.; Andradóttir, Sigrún Averaging frameworks for simulation optimization with applications to simulated annealing. (English) Zbl 1407.90371 Nav. Res. Logist. 59, No. 6, 411-429 (2012). MSC: 90C59 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Chatterjee, Krishnendu; Doyen, Laurent Partial-observation stochastic games: how to win when belief fails. (English) Zbl 1362.91008 Proceedings of the 2012 27th annual ACM/IEEE symposium on logic in computer science, LICS 2012, Dubrovnik, Croatia, June 25–28, 2012. Los Alamitos, CA: IEEE Computer Society (ISBN 978-0-7695-4769-5). 175-184 (2012). MSC: 91A15 68Q17 68Q45 91A05 91A43 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Jie; Zhang, Li-wei; Wu, Yue A smoothing SAA method for a stochastic mathematical program with complementarity constraints. (English) Zbl 1265.90223 Appl. Math., Praha 57, No. 5, 477-502 (2012). Reviewer: Jitka Dupačová (Praha) MSC: 90C15 90C33 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kamal, Sameer Stabilization of stochastic approximation by step size adaptation. (English) Zbl 1250.93128 Syst. Control Lett. 61, No. 4, 543-548 (2012). MSC: 93E25 93E15 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Merlevède, Florence; Peligrad, Costel; Peligrad, Magda Almost sure invariance principles via martingale approximation. (English) Zbl 1230.60029 Stochastic Processes Appl. 122, No. 1, 170-190 (2012). MSC: 60F15 60F05 60J05 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Jie; Zhang, Li-Wei; Lin, Shuang A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints. (English) Zbl 1228.90070 J. Math. Anal. Appl. 387, No. 1, 201-220 (2012). MSC: 90C15 90C33 60F15 90C46 × Cite Format Result Cite Review PDF Full Text: DOI EuDML
Milošević, Marija; Jovanović, Miljana An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay. (English) Zbl 1222.65013 J. Comput. Appl. Math. 235, No. 15, 4439-4451 (2011). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 65C30 60H10 60H35 34K50 65L20 × Cite Format Result Cite Review PDF Full Text: DOI
Nourdin, Ivan; Peccati, Giovanni Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs. (English) Zbl 1276.60026 ALEA, Lat. Am. J. Probab. Math. Stat. 7, 341-375 (2010). MSC: 60F05 60G15 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Pang, T.-X.; Lin, Z.-Y. On the rates of the Chung-type law of logarithm. (English. Russian original) Zbl 1227.60036 Theory Probab. Appl. 54, No. 4, 703-717 (2010) and Teor. Veroyatn. Primen. 54, No. 4, 814-828 (2009). MSC: 60F15 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Kamal, Sameer On the convergence, lock-in probability, and sample complexity of stochastic approximation. (English) Zbl 1208.62128 SIAM J. Control Optim. 48, No. 8, 5178-5192 (2010). MSC: 62L20 93E25 65C99 60H35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Toscano, R.; Lyonnet, P. A new heuristic approach for non-convex optimization problems. (English) Zbl 1198.90331 Inf. Sci. 180, No. 10, 1955-1966 (2010). MSC: 90C26 90C59 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Zi A combined direction stochastic approximation algorithm. (English) Zbl 1181.62120 Optim. Lett. 4, No. 1, 117-129 (2010). MSC: 62L20 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Milošević, Marija; Jovanović, Miljana; Janković, Svetlana An approximate method via Taylor series for stochastic functional differential equations. (English) Zbl 1185.60078 J. Math. Anal. Appl. 363, No. 1, 128-137 (2010). Reviewer: Melvin D. Lax (Long Beach) MSC: 60H99 × Cite Format Result Cite Review PDF Full Text: DOI
Kawai, Reiichiro Optimal importance sampling parameter search for Lévy processes via stochastic approximation. (English) Zbl 1190.65009 SIAM J. Numer. Anal. 47, No. 1, 293-307 (2009). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C05 62L20 60G51 62J10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Huang, Minyi; Manton, Jonathan H. Coordination and consensus of networked agents with noisy measurements: stochastic algorithms and asymptotic behavior. (English) Zbl 1182.93108 SIAM J. Control Optim. 48, No. 1, 134-161 (2009). MSC: 93E03 93E15 94C15 68R10 93A14 × Cite Format Result Cite Review PDF Full Text: DOI
Kouibia, A.; Pasadas, M. Discrete approximation by variational vector splines for noisy data. (English) Zbl 1180.65018 Math. Comput. Simul. 79, No. 12, 3511-3522 (2009). Reviewer: Delfina Roux (Milano) MSC: 65D17 65D10 65D05 65D07 41A15 41A29 × Cite Format Result Cite Review PDF Full Text: DOI
Potapov, V. D. Stability of elastic and viscoelastic systems under stochastic non-Gaussian excitation. (English) Zbl 1148.74035 Acta Mech. 199, No. 1-4, 167-179 (2008). MSC: 74H55 74H50 74H15 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Shouquan; Lin, Zhengyan Almost sure central limit theorems for functionals of absolutely regular processes with application to \(U\)-statistics. (English) Zbl 1135.60016 J. Math. Anal. Appl. 340, No. 2, 1120-1126 (2008). Reviewer: Neville Weber (Sydney) MSC: 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Karandikar, Rajeeva L. On almost sure convergence results in stochastic calculus. (English) Zbl 1130.60059 Émery, Michel (ed.) et al., In memoriam Paul-André Meyer. Séminaire de probabilités XXXIX. Berlin: Springer (ISBN 3-540-30994-2/pbk). Lecture Notes in Mathematics 1874, 137-156 (2006). Reviewer: Heinrich von Weizsäcker (Kaiserslautern) MSC: 60H05 60H10 60H35 01A60 60F15 × Cite Format Result Cite Review PDF
Wang, Shaojun; Zhao, Yunxin Almost sure convergence of Titterington’s recursive estimator for mixture models. (English) Zbl 1104.62022 Stat. Probab. Lett. 76, No. 18, 2001-2006 (2006). MSC: 62F12 62L12 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Weber, M. Some examples of application of the metric entropy method. (English) Zbl 1068.60056 Acta Math. Hung. 105, No. 1-2, 39-83 (2004). Reviewer: I. Molchanov (Bern) MSC: 60G17 42C15 11J83 42B25 60E15 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Poirion, F. Convergence of the fixed point theorem with random parameters. (English) Zbl 1053.47051 Int. J. Numer. Methods Eng. 57, No. 6, 761-766 (2003). Reviewer: Andrzej Nowak (Katowice) MSC: 47H40 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Dihe The structure and approximation of a.s. self-similar set. (English) Zbl 1034.60041 Acta Math. Sci., Ser. B, Engl. Ed. 23, No. 2, 201-207 (2003). MSC: 60G17 × Cite Format Result Cite Review PDF Full Text: DOI
Topaloglu, Huseyin; Powell, Warren B. An algorithm for approximating piecewise linear concave functions from sample gradients. (English) Zbl 1031.90024 Oper. Res. Lett. 31, No. 1, 66-76 (2003). MSC: 90C26 90C52 90C59 × Cite Format Result Cite Review PDF Full Text: DOI
Rodkina, Alexandra; Lynch, O’Neil Exponential stability of modified stochastic approximation procedure. (English) Zbl 0993.60060 Appl. Math. E-Notes 2, 102-109 (2002). MSC: 60H10 93E15 × Cite Format Result Cite Review PDF Full Text: EuDML EMIS
Fahrner, Ingo A strong invariance principle for the logarithmic average of sample maxima. (English) Zbl 1053.60030 Stochastic Processes Appl. 93, No. 2, 317-337 (2001). MSC: 60F17 60G70 60F05 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Barme-Delcroix, Marie-Françoise; Brito, Margarida Multivariate stability and strong limiting behaviour of intermediate order statistics. (English) Zbl 0987.62007 J. Multivariate Anal. 79, No. 2, 157-170 (2001). MSC: 62E20 60F15 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Deheuvels, Paul Strong approximation of quantile processes by iterated Kiefer processes. (English) Zbl 1044.60011 Ann. Probab. 28, No. 2, 909-945 (2000). MSC: 60F05 60F17 62G20 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Liuquan; Zheng, Zhongguo Asymptotic properties of the estimation of a general class of von-Mises type functionals under truncated and censored data. (Chinese. English summary) Zbl 0952.62048 J. Syst. Sci. Math. Sci. 19, No. 1, 95-105 (1999). MSC: 62G20 62G07 × Cite Format Result Cite Review PDF
Higgins, John Rowland (ed.); Stens, R. L. (ed.) Sampling theory in Fourier and signal analysis. Vol. 2: Advanced topics. (English) Zbl 0938.94001 Oxford: Oxford University Press. xiii, 296 p. (1999). Reviewer: D.Stanomir (Bucureşti) MSC: 94-02 94C10 94-06 00B15 42-02 94A12 × Cite Format Result Cite Review PDF
Pelletier, Mariane An almost sure central limit theorem for stochastic approximation algorithms. (English) Zbl 0951.62071 J. Multivariate Anal. 71, No. 1, 76-93 (1999). MSC: 62L20 60F05 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Berkes, István; Horváth, Lajos Limit theorems for logarithmic averages of random vectors. (English) Zbl 0921.60034 Math. Nachr. 195, 5-16 (1998). Reviewer: H.Dehling (Groningen) MSC: 60F17 60F15 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Kontoyiannis, Ioannis Asymptotic recurrence and waiting times for stationary processes. (English) Zbl 0912.60051 J. Theor. Probab. 11, No. 3, 795-811 (1998). Reviewer: J.Anděl (Praha) MSC: 60G10 60F15 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Koval, Valery; Schwabe, Rainer Exact bounds for the rate of convergence in general stochastic approximation procedures. (English) Zbl 0901.62099 Stochastic Anal. Appl. 16, No. 3, 501-515 (1998). Reviewer: Z.Rychlik (Lublin) MSC: 62L20 60F15 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Jajte, Ryszard; Paszkiewicz, Adam Almost sure approximation of unbounded operators in \(L_2(X,{\mathcal A},\mu)\). (English) Zbl 0905.47011 Stud. Math. 128, No. 2, 103-120 (1998). MSC: 47A58 46E30 60F15 × Cite Format Result Cite Review PDF Full Text: DOI EuDML
Zinchenko, Nadiya M. Asymptotic properties of stable processes and fields. (English) Zbl 0936.60026 Theory Stoch. Process. 3(19), No. 3-4, 491-500 (1997). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60F15 60F17 60G60 × Cite Format Result Cite Review PDF
Berger, Erich An almost sure invariance principle for stochastic approximation procedures in linear filtering theory. (English) Zbl 0877.62078 Ann. Appl. Probab. 7, No. 2, 444-459 (1997). MSC: 62L20 60F17 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Schwabe, Rainer; Walk, Harro On a stochastic approximation procedure based on averaging. (English) Zbl 0906.62076 Metrika 44, No. 2, 165-180 (1996). MSC: 62L20 60F15 × Cite Format Result Cite Review PDF Full Text: DOI EuDML
Tuyen, D.-Q. A minimal condition for stochastic approximation. (English) Zbl 0869.62056 Stud. Sci. Math. Hung. 32, No. 1-2, 119-126 (1996). Reviewer: T.Fiala (Praha) MSC: 62L20 60F15 × Cite Format Result Cite Review PDF
Samur, Jorge D. Some remarks on a probability limit theorem for continued fractions. (English) Zbl 0863.11048 Trans. Am. Math. Soc. 348, No. 4, 1411-1428 (1996). Reviewer: L.Heinrich (Freiberg) MSC: 11K50 60F17 11K60 × Cite Format Result Cite Review PDF Full Text: DOI
Kouritzin, Michael A. On the convergence of linear stochastic approximation procedures. (English) Zbl 0854.60041 IEEE Trans. Inf. Theory 42, No. 4, 1305-1309 (1996). MSC: 60G35 93E11 60F99 × Cite Format Result Cite Review PDF Full Text: DOI
Ciach, L. J.; Jajte, R.; Paszkiewicz, A. On the almost sure approximation of self-adjoint operators in \(L_ 2(0,1)\). (English) Zbl 0846.47011 Math. Proc. Camb. Philos. Soc. 119, No. 3, 537-543 (1996). MSC: 47A58 47B25 × Cite Format Result Cite Review PDF Full Text: DOI
Pelletier, Mariane On the rate of weak convergence of stochastic algorithms in presence of multiple targets. (Sur la vitesse de convergence en loi des algorithmes stochastiques en présence de cibles multiples.) (French) Zbl 0841.62073 C. R. Acad. Sci., Paris, Sér. I 322, No. 3, 267-270 (1996). MSC: 62L20 60F05 × Cite Format Result Cite Review PDF
Horváth, L.; Khoshnevisan, D. A strong approximation for logarithmic averages. (English) Zbl 0851.60027 Stud. Sci. Math. Hung. 31, No. 1-3, 187-196 (1996). Reviewer: A.R.Dabrowski (Ottawa) MSC: 60F15 60F17 60G50 × Cite Format Result Cite Review PDF
Benaim, Michel A dynamical system approach to stochastic approximations. (English) Zbl 0841.62072 SIAM J. Control Optimization 34, No. 2, 437-472 (1996). MSC: 62L20 37-XX 34D05 34C29 × Cite Format Result Cite Review PDF Full Text: DOI
Györfi, László; Walk, Harro On the averaged stochastic approximation for linear regression. (English) Zbl 0849.62044 SIAM J. Control Optimization 34, No. 1, 31-61 (1996). MSC: 62L20 62J05 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Jajte, R.; Paszkiewicz, A. Topics in almost sure approximation of operators in \(L_ 2\)-spaces. (English) Zbl 0874.47008 Kalton, Nigel (ed.) et al., Interaction between functional analysis, harmonic analysis, and probability. Proceedings of a conference held at the University of Missouri, Columbia, MO, USA, May 29-June 3, 1994. New York, NY: Marcel Dekker. Lect. Notes Pure Appl. Math. 175, 219-228 (1996). Reviewer: T.A.Gillespie (Edinburgh) MSC: 47A58 47B38 47B15 47B25 × Cite Format Result Cite Review PDF
Kouritzin, Michael A. On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables. (English) Zbl 0878.60029 J. Theor. Probab. 9, No. 4, 811-840 (1996). MSC: 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Ciach, L. J.; Jajte, R.; Paszkiewicz, A. On the almost sure approximation and convergence of linear operators in \(L_ 2\)-spaces. (English) Zbl 0859.60027 Probab. Math. Stat. 15, 215-225 (1995). Reviewer: J.Steinebach (Marburg) MSC: 60F15 60F25 × Cite Format Result Cite Review PDF
Hurelbaatar, G. A strong approximation for logarithmic averages of partial sums of random variables. (English) Zbl 0846.60029 Period. Math. Hung. 31, No. 3, 189-200 (1995). MSC: 60F15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Cuesta-Albertos, J. A.; Domínguez-Menchero, J. S.; Matrán, C. Consistency of \(L_ p\)-best monotone approximations. (English) Zbl 0839.62049 J. Stat. Plann. Inference 47, No. 3, 295-318 (1995). MSC: 62G07 62G20 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Horváth, Lajos Detecting changes in linear regressions. (English) Zbl 0812.62074 Statistics 26, No. 3, 189-208 (1995). MSC: 62J05 62F05 62E20 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Brzeźniak, Zdzisław; Flandoli, Franco Almost sure approximation of Wong-Zakai type for stochastic partial differential equations. (English) Zbl 0842.60062 Stochastic Processes Appl. 55, No. 2, 329-358 (1995). Reviewer: Nguyêñ Hôǹg Thái (Szczecin) MSC: 60H15 60H20 65M99 × Cite Format Result Cite Review PDF Full Text: DOI
Shao, Qi-Man Strong approximation theorems for independent random variables and their applications. (English) Zbl 0817.60027 J. Multivariate Anal. 52, No. 1, 107-130 (1995). Reviewer: Su Chun (Hefei) MSC: 60F15 60F17 60G50 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Gang Almost sure convergence of stochastic approximation procedures. (English) Zbl 0824.60028 Stat. Sin. 4, No. 1, 361-372 (1994). MSC: 60F15 62L20 × Cite Format Result Cite Review PDF
Lahiri, S. N. Rates of bootstrap approximation for the mean of lattice variables. (English) Zbl 0815.60042 Sankhyā, Ser. A 56, No. 1, 77-89 (1994). MSC: 60G50 62G09 60F05 × Cite Format Result Cite Review PDF
Watanabe, Masafumi Almost sure convergence of RM type stochastic approximation algorithm with the boundedness assumption. (English) Zbl 0803.62076 Bull. Cent. Res. Inst., Fukuoka Univ. 163, Nat. Sci. 34, 121-136 (1994). MSC: 62L20 60F15 × Cite Format Result Cite Review PDF
Xiang, Xiaojing A law of the logarithm for kernel quantile density estimators. (English) Zbl 0805.60024 Ann. Probab. 22, No. 2, 1078-1091 (1994). MSC: 60F15 62G05 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Benaïm, Michel A “shadowing” theorem for stochastic approximation algorithms. (Un théorème de “shadowing” pour des algorithmes d’approximation stochastique.) (French) Zbl 0801.60024 C. R. Acad. Sci., Paris, Sér. I 318, No. 10, 953-955 (1994). MSC: 60F17 62L20 60H10 × Cite Format Result Cite Review PDF