Asymptotic Behavior of Stochastic Approximation and Large Deviations.

Abstract

The theory of large deviations is applied to the study of the asymptotic properties of the stochastic approximation algorithms. The method provides a useful alternative to the currently used technique of obtaining rate of convergence results.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1983
Accession Number
ADA129209

Entities

People

  • Harold J. Kushner

Organizations

  • Brown University

Tags

Communities of Interest

  • Air Platforms
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Algorithms
  • Applied Mathematics
  • Convergence
  • Data Science
  • Information Science
  • Intervals
  • Mathematics
  • Noise
  • Probability
  • Random Variables
  • Security
  • Sequences
  • Statistics
  • Stochastic Processes
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.