Decreasing step Stochastic algorithms: A.S. behaviour of weighted empirical measures

Monte Carlo Methods and Applications

Volumn 8, Issue 3, 2002, Pages 237-270

  Fort, Jean Claude ^a,b   Pagês, Gilles ^c,d  

^a UNIVERSITÉ DE LORRAINE   (France)

^b University Paris I Sorbonne Panthéon   (France)

^c SORBONNE UNIVERSITÉ   (France)

^d UNIVERSITÉ PARIS EST CRÉTEIL   (France)

Author keywords

empirical distributions; flow invariance; ODE method; stochastic algorithm

Indexed keywords

EID: 84861255173     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/mcma.2002.8.3.237     Document Type: Article

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