Authors: BENAIM, MICHEL¹ michel.benaim@unine.ch, CLOEZ, BERTRAND¹ bertrand.cloez@supagro.fr, PANLOUP, FABIEN¹ fabien.panloup@univ-angers.fr

Superior Title: Annals of Applied Probability. Aug2018, Vol. 28 Issue 4, p2370-2416. 47p.

Subject Terms: *DISTRIBUTION (Probability theory), *MARKOV processes, *STOCHASTIC convergence, STOCHASTIC approximation, COMPACT spaces (Topology)

Authors: ALETTI, GIACOMO^1,2 giacomo.aletti@unimi.it, CRIMALDI, IRENE³ irene.crimaldi@imtlucca.it, GHIGLIETTI, ANDREA² andrea.ghiglietti@unimi.it

Superior Title: Annals of Applied Probability. Dec2017, Vol. 27 Issue 6, p3787-3844. 58p.

Subject Terms: *RANDOM variables, SYNCHRONIZATION, STOCHASTIC approximation, TOPOLOGY, SCIENTIFIC method

Authors: LI-XIN ZHANG¹ stazlx@zju.edu.cn

Superior Title: Annals of Applied Probability. Dec2016, Vol. 26 Issue 6, p3630-3658. 29p.

Subject Terms: CENTRAL limit theorem, STOCHASTIC approximation, APPROXIMATION algorithms, RECURSIVE functions, ASYMPTOTIC normality

Authors: FRIKHA, NOUFEL¹ frikha@math.univ-paris-diderot.fr

Superior Title: Annals of Applied Probability. Apr2016, Vol. 26 Issue 2, p933-985. 53p.

Subject Terms: *MONTE Carlo method, *MATHEMATICAL optimization, STOCHASTIC approximation, APPROXIMATION algorithms, EULER method

Authors: Aletti, Giacomo, Crimaldi, Irene

Contributors: G. Aletti, I. Crimaldi

Subject Terms: Central limit theorem, Chi-squared test, Pólya urn, Reinforced stochastic proce, Reinforcement learning, Stochastic approximation, Urn model, Settore MAT/06 - Probabilita' e Statistica Matematica, Settore SECS-S/01 - Statistica

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000825293500030; volume:16; issue:1; firstpage:1635; lastpage:1680; numberofpages:46; journal:ELECTRONIC JOURNAL OF STATISTICS; https://hdl.handle.net/2434/920542; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85126774275

Availability: https://doi.org/10.1214/22-EJS1993
https://hdl.handle.net/2434/920542

Authors: LARUELLE, SOPHIE¹ sophie.laruelle@upmc.fr, PAGÈS, GILLES¹ gilles.pages@upmc.fr

Superior Title: Annals of Applied Probability. Aug2013, Vol. 23 Issue 4, p1409-1436. 28p.

Subject Terms: STOCHASTIC approximation, CLINICAL trials, CENTRAL limit theorem, ASYMPTOTIC distribution, ORDINARY differential equations

Authors: Mokkadem, Abdelkader¹ mokkadem@math.uvsq.fr, Pelletier, Mariane¹ pelletier@math.uvsq.fr

Superior Title: Annals of Applied Probability. Aug2006, Vol. 16 Issue 3, p1671-1702. 32p.

Subject Terms: *ALGORITHMS, *STOCHASTIC convergence, *APPROXIMATION theory, *STOCHASTIC processes, *PROBABILITY theory, *MARKOV processes, STOCHASTIC approximation, AVERAGING method (Differential equations), ASYMPTOTIC expansions

Authors: Lamberton, Damien¹ dlamb@math.univ-mlv.fr, Pagès, Gilles² gpa@ccr.jussieu.fr, Tarrès, Pierre³ tarres@math.ups-tlse.fr

Superior Title: Annals of Applied Probability. Aug2004, Vol. 14 Issue 3, p1424-1454. 31p.

Subject Terms: *ALGORITHMS, *ASSET allocation, *MACHINE theory, *PROBABILITY theory, STOCHASTIC approximation, EQUILIBRIUM

Authors: Korolyuk, Vladimir S.¹ korol@imath.kiev.ua, Limnios, Nikolaos² Nikolaos.Limnios@utc.fr

Superior Title: Annals of Applied Probability. Feb2004, Vol. 14 Issue 1, p489-516. 28p.

Subject Terms: *PROBABILITY theory, *APPROXIMATION theory, STOCHASTIC approximation, LIMIT theorems, ARITHMETIC mean, INTEGRALS

Authors: Benaïm, Michel, Hirsch, Morris W.

Superior Title: Annals of Applied Probability. Feb99, Vol. 9 Issue 1, p216. 26p.

Subject Terms: *DIFFERENTIAL equations, STOCHASTIC approximation

Authors: ELSKENS, YVES¹ yves.elskens@univ-provence.fr, PARDOUX, ETIENNE¹ pardoux@cmi.univ-mrs.fr

Superior Title: Annals of Applied Probability. Dec2010, Vol. 20 Issue 6, p2022-2039. 18p.

Subject Terms: *MATHEMATICAL statistics, *DIFFERENTIAL equations, STOCHASTIC approximation, PARTICLES, NOISE, WIENER processes

Authors: Fontbona, J.¹ fontbona@dim.uchile.cl

Superior Title: Annals of Applied Probability. Oct2010, Vol. 20 Issue 5, p1761-1800. 40p.

Subject Terms: *STOCHASTIC processes, *PROBABILITY theory, *STOCHASTIC convergence, STOCHASTIC approximation, NUMERICAL solutions to Navier-Stokes equations

Authors: KALLSEN, J.¹ kallsen@math.uni-kiel.de, MUHLE-KARBE, J.² johannes.muhlekarbe@univie.ac.at

Superior Title: Annals of Applied Probability. Dec2010, Vol. 20 Issue 6, p2162-2177. 16p.

Subject Terms: *MATHEMATICAL statistics, *UTILITY theory, STOCHASTIC approximation, MARTINGALES (Mathematics), EXPECTED utility

Authors: Ly Vath, Vathana¹ Iyvath@ensiee.fr, Pham, Huyen^2,3 pham@math.jussieu.fr, Villeneuve, Stephane⁴ stephane.villeneuve@univ-tlse1.fr

Superior Title: Annals of Applied Probability. Jun2008, Vol. 18 Issue 3, p1164-1200. 37p. 2 Graphs.

Subject Terms: *TECHNOLOGICAL innovations, *DIVIDEND reinvestment, *SIMULATION methods & models, STOCHASTIC approximation, VISCOSITY solutions, MATHEMATICAL decoupling, OPTIMAL stopping (Mathematical statistics), NUMERICAL analysis, SCIENTIFIC method

Authors: GANGOPADHYAY, Ujan, Maulik, Krishanu

Superior Title: Annals of Applied Probability, 29 (4), 2033 - 2066 (2019)

Subject Terms: Balanced replacement matrix, Irreducibility, Lotka-Volterra differential equation, Random drift, Random replacement matrix, Random step size, Stochastic approximation, Uniform integrability, Urn model, Physical, chemical, mathematical & earth Sciences, Mathematics, Physique, chimie, mathématiques & sciences de la terre, Mathématiques

Relation: https://projecteuclid.org/download/pdfview_1/euclid.aoap/1563869036; urn:issn:1050-5164; https://orbilu.uni.lu/handle/10993/58178; info:hdl:10993/58178; https://orbilu.uni.lu/bitstream/10993/58178/1/18-AAP1441.pdf; scopus-id:2-s2.0-85070651707; wos:000482655300003

Availability: https://doi.org/10.1214/18-AAP1441
https://orbilu.uni.lu/handle/10993/58178
https://orbilu.uni.lu/bitstream/10993/58178/1/18-AAP1441.pdf

Authors: Weber, Hendrik¹ weber@iam.uni-bonn.de

Superior Title: Annales de l'Institut Henri Poincare (B) Probability & Statistics. Nov2010, Vol. 46 Issue 4, p965-975. 11p.

Subject Terms: *MATHEMATICS, *STOCHASTIC approximation, *STOCHASTIC analysis, *EQUATIONS, *ALGEBRA

Authors: Chen, Jun, Lucas, Cyrille

Superior Title: Electronic Communications in Probability, 19, 1-13, (2014-10-03)

Subject Terms: Dynamical system approach, graph based interactions, ordinary differential equations, Pólya's urn, stochastic approximations

Relation: http://arxiv.org/abs/1306.5465; https://doi.org/10.1214/ECP.v19-3094; oai:authors.library.caltech.edu:sj255-xnf43; eprintid:53793; resolverid:CaltechAUTHORS:20150115-130415690

Availability: https://doi.org/10.1214/ECP.v19-3094

Authors: Ditlevsen, Susanne, Samson, Adeline

Contributors: University of Copenhagen = Københavns Universitet (UCPH), Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions (INSMI)-Centre National de la Recherche Scientifique (CNRS), Statistique Apprentissage Machine (SAM), Laboratoire Jean Kuntzmann (LJK), Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Centre National de la Recherche Scientifique (CNRS)-Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Centre National de la Recherche Scientifique (CNRS)

Superior Title: ISSN: 1932-6157.

Subject Terms: Sequential Monte Carlo, diffusions, pseudo likelihood, Stochastic Approximation Expectation Maximization, motoneurons, conductance-based neuron models, membrane potential, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]

Relation: hal-00712331; https://hal.science/hal-00712331; https://hal.science/hal-00712331v2/document; https://hal.science/hal-00712331v2/file/Ditlevsen_Samson_AAS.pdf

Availability: https://doi.org/10.1214/14-AOAS729
https://hal.science/hal-00712331
https://hal.science/hal-00712331v2/document
https://hal.science/hal-00712331v2/file/Ditlevsen_Samson_AAS.pdf

Authors: Vihola, Matti

Subject Terms: Adaptive Markov chain Monte Carlo, Metropolis algorithm, stability, stochastic approximation, adaptiivinen Markov chain Monte Carlo, Metropolis-algoritmi, stabiilius, stokastinen approksimaatio

File Description: application/pdf

Relation: Electronic Journal of Probability; http://ejp.ejpecp.org/; Vihola, M. (2011). Can the adaptive Metropolis algorithm collapse without the covariance lower bound?. Electronic Journal of Probability, 16, 45-75. DOI:10.1214/EJP.v16-840.; URN:NBN:fi:jyu-201210262789; http://urn.fi/URN:NBN:fi:jyu-201210262789

Availability: http://urn.fi/URN:NBN:fi:jyu-201210262789

Authors: Ying Kuen Cheung

Superior Title: Statistical Science; May2010, Vol. 25 Issue 2, p191-201, 11p, 1 Chart, 2 Graphs

Subject Terms: DRUG dosage, CLINICAL trials, STOCHASTIC approximation, ETHICS, ESTIMATION theory