Rate of convergence estimates for stochastic procedures using averaged directions of descent

Cybernetics ◽  
1989 ◽  
Vol 25 (2) ◽  
pp. 259-272
Author(s):  
M. V. Mikhalevich
2011 ◽  
Vol 11 (2) ◽  
Author(s):  
Fabio Camilli ◽  
Annalisa Cesaroni ◽  
Claudio Marchi

AbstractThis paper is devoted to studying the behavior as ε → 0 of the equationsuwith γ > 0. It is known that, under some periodicity and ellipticity or coercivity assumptions, the solution u


1983 ◽  
Vol 20 (2) ◽  
pp. 436-441
Author(s):  
Wilfrid S. Kendall

Coupling methods are applied to the study of the storage equation with stationary input. Results on the existence of statistical equilibria are obtained. Means of obtaining rate-of-convergence estimates are indicated.


1983 ◽  
Vol 20 (02) ◽  
pp. 436-441
Author(s):  
Wilfrid S. Kendall

Coupling methods are applied to the study of the storage equation with stationary input. Results on the existence of statistical equilibria are obtained. Means of obtaining rate-of-convergence estimates are indicated.


1986 ◽  
Vol 23 (04) ◽  
pp. 1019-1024
Author(s):  
Walter Van Assche

The limit of a product of independent 2 × 2 stochastic matrices is given when the entries of the first column are independent and have the same symmetric beta distribution. The rate of convergence is considered by introducing a stopping time for which asymptotics are given.


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