On the almost sure convergence of a general stochastic approximation procedure
نویسندگان
چکیده
منابع مشابه
Almost Sure Convergence to Zero in Stochastic Growth Models
This paper shows that in stochastic one-sector growth models, if the production function does not satisfy the Inada condition at zero, any feasible path converges to zero with probability one provided that the shocks are sufficiently volatile. This result seems significant since, as we argue, the Inada condition at zero is difficult to justify on economic grounds. Our convergence result is exte...
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 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 کاملOn the almost sure convergence of adaptive allocation procedures
In this paper, we provide some general convergence results for adaptive designs for treatment comparison, both in the absence and presence of covariates. In particular, we demonstrate the almost sure convergence of the treatment allocation proportion for a vast class of adaptive procedures, also including designs that have not been formally investigated but mainly explored through simulations, ...
متن کاملOn Almost Sure Convergence without the Radon-nikodym Property
In this paper we obtain almost sure convergence theorems for vectorvalued uniform amarts and C-sequences without assuming the Radon-Nikodym Property. Specifically, it is shown that if a limit exists in a weak sense for these martingale generalizations, then a.s. scalar and strong convergence follow. These results lead to some new versions of the Ito-Nisio theorem. Convergence results for random...
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: Bulletin of the Australian Mathematical Society
سال: 1986
ISSN: 0004-9727,1755-1633
DOI: 10.1017/s0004972700010236