Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions

Details Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions

2007-06-06

arxiv.org/abs/0706.0841v1

Statistics & Probability Letters 78, 16 (2008) 2632-2636

Mathematics

Probability

Scientific paper

10.1016/j.spl.2008.02.034

We study the almost sure convergence of randomly truncated stochastic
algorithms. We present a new convergence theorem which extends the already
known results by making vanish the classical condition on the noise terms. The
aim of this work is to prove an almost sure convergence result of randomly
truncated stochastic algorithms under easily verifiable conditions

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