Displaying similar documents to “Asymptotic normality of randomly truncated stochastic algorithms”

On the convergence of moments in the almost sure central limit theorem for stochastic approximation algorithms

Peggy Cénac (2013)

ESAIM: Probability and Statistics

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We study the almost sure asymptotic behaviour of stochastic approximation algorithms for the search of zero of a real function. The quadratic strong law of large numbers is extended to the powers greater than one. In other words, the convergence of moments in the almost sure central limit theorem (ASCLT) is established. As a by-product of this convergence, one gets another proof of ASCLT for stochastic approximation algorithms. The convergence result is applied to several examples as...

Stochastic differential inclusions

Michał Kisielewicz (1997)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.

Stochastic differential inclusions

Michał Kisielewicz (1999)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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The definition and some existence theorems for stochastic differential inclusion dZₜ ∈ F(Zₜ)dXₜ, where F and X are set valued stochastic processes, are given.

Bacteriophage Infection Dynamics: Multiple Host Binding Sites

H. L. Smith, R. T. Trevino (2009)

Mathematical Modelling of Natural Phenomena

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We construct a stochastic model of bacteriophage parasitism of a host bacteria that accounts for demographic stochasticity of host and parasite and allows for multiple bacteriophage adsorption to host. We analyze the associated deterministic model, identifying the basic reproductive number for phage proliferation, showing that host and phage persist when it exceeds unity, and establishing that the distribution of adsorbed phage on a host is binomial with slowly evolving mean. Not surprisingly,...