On Dvoretzky Stochastic Approximation Theorems
Venter, J. H.
Ann. Math. Statist., Tome 37 (1966) no. 6, p. 1534-1544 / Harvested from Project Euclid
Let $H$ be a set and $\{T_n, n = 1, 2, \cdots\}$ a sequence of transformations of $H$ into itself. Let $X_1$ and $\{U_n\}$ be random elements in $H$ and generate the sequence $\{X_n\}$ by $X_{n + 1} = T_n(X_n) + U_n.$ Theorems giving conditions under which $\{X_n\}$ is "stochastically attracted" towards a given subset of $H$ and will eventually be within or arbitrarily close to this set in an appropriate sense, are called Dvoretzky stochastic approximation theorems. The main results of this paper (Theorems 1, 2 and 3) are of this type. They generalize the work of Dvoretzky [6] and Wolfowitz [12] for the case $H$ equal to the real line, of Derman and Sacks [4] for the case $H$ a finite dimensional Euclidian space and Schmetterer [11] for the case $H$ a Hilbert space.
Publié le : 1966-12-14
Classification: 
@article{1177699145,
     author = {Venter, J. H.},
     title = {On Dvoretzky Stochastic Approximation Theorems},
     journal = {Ann. Math. Statist.},
     volume = {37},
     number = {6},
     year = {1966},
     pages = { 1534-1544},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177699145}
}
Venter, J. H. On Dvoretzky Stochastic Approximation Theorems. Ann. Math. Statist., Tome 37 (1966) no. 6, pp.  1534-1544. http://gdmltest.u-ga.fr/item/1177699145/