A convergence theory of some methods of integration.
P. Wynn (1976)
Journal für die reine und angewandte Mathematik
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P. Wynn (1976)
Journal für die reine und angewandte Mathematik
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El Sayed Sorour (1978)
Kybernetika
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Avinash Sathaye (1976)
Journal für die reine und angewandte Mathematik
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D. Pachky (1990)
Manuscripta mathematica
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Jérôme Lelong (2013)
ESAIM: Probability and Statistics
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We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins–Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to ensure convergence when standard algorithms fail because the expected-value function grows too fast. In this work, we give a self contained proof of a central limit theorem for this algorithm under local assumptions on the expected-value function,...
Słomiński Leszek
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CONTENTS Introduction........................................................................................................5 0. Announcement of results...............................................................................7 1. Condition (UT).............................................................................................18 2. Weak convergence of solutions...................................................................26 ...
M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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Julien Michel, Didier Piau (2010)
ESAIM: Probability and Statistics
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We study the stochastic homogenization processes considered by Baldi (1988) and by Facchinetti and Russo (1983). We precise the speed of convergence towards the homogenized state by proving the following results: (i) a large deviations principle holds for the Young measures; if the Young measures are evaluated on a given function, then (ii) the speed of convergence is bounded in every L norm by an explicit rate and (iii) central limit theorems hold. In dimension 1, we apply these...
J. Gani (1966-1967)
Publications mathématiques et informatique de Rennes
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Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
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