Almost sure convergence of the forward–backward–forward splitting algorithm
نویسندگان
چکیده
منابع مشابه
Almost sure convergence of the forward-backward-forward splitting algorithm
In this paper, we propose a stochastic forward–backward–forward splitting algorithm and prove its almost sure weak convergence in real separable Hilbert spaces. Applications to composite monotone inclusion andminimization problems are demonstrated.
متن کاملAlmost sure convergence of the Bartlett estimator
We study the almost sure convergence of the Bartlett estimator for the asymptotic variance of the sample mean of a stationary weekly dependent process. We also study the a. s. behavior of this estimator in the case of long-range dependent observations. In the weakly dependent case, we establish conditions under which the estimator is strongly consistent. We also show that, after appropriate nor...
متن کاملThe Almost Sure Convergence for Weighted Sums of Linear Negatively Dependent Random Variables
In this paper, we generalize a theorem of Shao [12] by assuming that is a sequence of linear negatively dependent random variables. Also, we extend some theorems of Chao [6] and Thrum [14]. It is shown by an elementary method that for linear negatively dependent identically random variables with finite -th absolute moment the weighted sums converge to zero as where and is an array of...
متن کاملAlmost Sure Convergence Rates for the Estimation of a Covariance Operator for Negatively Associated Samples
Let {Xn, n >= 1} be a strictly stationary sequence of negatively associated random variables, with common continuous and bounded distribution function F. In this paper, we consider the estimation of the two-dimensional distribution function of (X1,Xk+1) based on histogram type estimators as well as the estimation of the covariance function of the limit empirical process induced by the se...
متن کاملJakimovski Methods and Almost-Sure Convergence
The classical summability methods of Borel (B) and Euler (E(λ), λ > 0) play an important role in many areas of mathematics. For instance, in summability theory they are perhaps the most important methods other than the Cesàro (Cα) and Abel (A) methods, and two chapters of the classic book of Hardy (1949) are devoted to them. In probability, the distinction between methods of Cesàro-Abel and Eul...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Optimization Letters
سال: 2015
ISSN: 1862-4472,1862-4480
DOI: 10.1007/s11590-015-0904-5