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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
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\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
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\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}
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  • 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
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