ISSN:
1572-9338
Keywords:
Probability theory
;
normalized convergence
;
stochastic optimization
;
statistical approach
;
rate of convergence
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
,
Economics
Notes:
Abstract A new concept of (normalized) convergence of random variables is introduced. This convergence is preserved under Lipschitz transformations, follows from convergence in mean and itself implies convergence in probability. If a sequence of random variables satisfies a limit theorem then it is a normalized convergent sequence. The introduced concept is applied to the convergence rate study of a statistical approach in stochastic optimization.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02204816
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