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Problemy Peredachi Informatsii, 1984, Volume 20, Issue 3, Pages 59–69 (Mi ppi1143)  
Methods of Signal Processing

On a Property of Distribution of a Class of Recursively Defined Stochastic Processes

M. B. Nevel'son
Full-text PDF (870 kB)
Abstract: The author examines the limiting properties of distributions of a general class of stochastic processes that are encountered in solving various statistical problems involving determination of unknown parameters by recursive methods of stochastic-approximation type.
Received: 26.07.1982
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.216
Language: Russian
Citation: M. B. Nevel'son, “On a Property of Distribution of a Class of Recursively Defined Stochastic Processes”, Probl. Peredachi Inf., 20:3 (1984), 59–69; Problems Inform. Transmission, 20:3 (1984), 201–210
Citation in format AMSBIB
\Bibitem{Nev84}
\by M.~B.~Nevel'son
\paper On a~Property of Distribution of a~Class of Recursively Defined Stochastic Processes
\jour Probl. Peredachi Inf.
\yr 1984
\vol 20
\issue 3
\pages 59--69
\mathnet{http://mi.mathnet.ru/ppi1143}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=791735}
\zmath{https://zbmath.org/?q=an:0599.62101|0567.62076}
\transl
\jour Problems Inform. Transmission
\yr 1984
\vol 20
\issue 3
\pages 201--210
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  • https://www.mathnet.ru/eng/ppi/v20/i3/p59
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    		Проблемы передачи информации Problems of Information Transmission
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