Accession Number:

ADA129209

Title:

Asymptotic Behavior of Stochastic Approximation and Large Deviations.

Descriptive Note:

Technical rept.,

Corporate Author:

BROWN UNIV PROVIDENCE RI LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS

Personal Author(s):

Report Date:

1983-01-01

Pagination or Media Count:

35.0

Abstract:

The theory of large deviations is applied to the study of the asymptotic properties of the stochastic approximation algorithms. The method provides a useful alternative to the currently used technique of obtaining rate of convergence results.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE