Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 1, Pages 135–142 (Mi tvp2161)  
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Conditions for the local convergence of recursive stochastic procedures

V. V. Godovančuk, A. P. Korostelev

Moscow
Full-text PDF (511 kB) Citations (1)
Abstract: We obtain the necessary and sufficient conditions for the almost sure convergence of recursive procedure (2.1) to the equilibrium stable state of the vector field $b(x)$. It is assumed that the trajectories of this procedure return a. s. into any neighbourhood of the equilibrium state. The convergence under this assumption is called local. Local convergence is studied for the cases of power (theorem 3.1) and subexponential (theorems 4.1 and 4.2) tails of distributions of random perturbations $\xi(t)$.
Received: 11.11.1980
English version:
Theory of Probability and its Applications, 1984, Volume 28, Issue 1, Pages 142–149
DOI: https://doi.org/10.1137/1128009
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. V. Godovančuk, A. P. Korostelev, “Conditions for the local convergence of recursive stochastic procedures”, Teor. Veroyatnost. i Primenen., 28:1 (1983), 135–142; Theory Probab. Appl., 28:1 (1984), 142–149
Citation in format AMSBIB
\Bibitem{GodKor83}
\by V.~V.~Godovan{\v{c}}uk, A.~P.~Korostelev
\paper Conditions for the local convergence of recursive stochastic procedures
\jour Teor. Veroyatnost. i Primenen.
\yr 1983
\vol 28
\issue 1
\pages 135--142
\mathnet{http://mi.mathnet.ru/tvp2161}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=691473}
\zmath{https://zbmath.org/?q=an:0535.62071|0515.62078}
\transl
\jour Theory Probab. Appl.
\yr 1984
\vol 28
\issue 1
\pages 142--149
\crossref{https://doi.org/10.1137/1128009}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1984SL53600009}
Linking options:
  • https://www.mathnet.ru/eng/tvp2161
  • https://www.mathnet.ru/eng/tvp/v28/i1/p135
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:152
    Full-text PDF :67
    First page:2
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024