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Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms). (French) Zbl 1039.60013

Summary: We introduce different ways of modeling the dependency of the input noise of stochastic algorithms. We are aimed to prove that such innovations allow us to use the ODE (ordinary differential equation) method. Illustrations in the linear regression framework and in the law of the large numbers for triangular arrays of weighted dependent random variables are also given. We have aimed to provide results easy to check in practice.

MSC:

60E15 Inequalities; stochastic orderings
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