Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions - Mathematics > ProbabilityReport as inadecuate




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Abstract: We study the almost sure convergence of randomly truncated stochasticalgorithms. We present a new convergence theorem which extends the alreadyknown results by making vanish the classical condition on the noise terms. Theaim of this work is to prove an almost sure convergence result of randomlytruncated stochastic algorithms under easily verifiable conditions



Author: Jérôme Lelong CERMICS

Source: https://arxiv.org/



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