Stochastic approximation with dependent noise
نویسندگان
چکیده
منابع مشابه
Stochastic approximation with long range dependent and heavy tailed noise
Stability and convergence properties of stochastic approximation algorithms are analyzed when the noise includes a long range dependent component (modeled by a fractional Brownian motion) and a heavy tailed component (modeled by a symmetric stable process), in addition to the usual ‘martingale noise’. This is motivated by the emergent applications in communications. The proofs are based on comp...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1982
ISSN: 0304-4149
DOI: 10.1016/0304-4149(82)90032-1