Seminaire de probabilites XXXIII / J. Azéma, M. Émery, M. Ledoux, M. Yor (eds.).
| Author/creator | Séminaire de probabilités |
| Format | Book |
| Publication | Berlin ; New York : Springer, [1999] |
| Copyright Date | ©1999 |
| Description | viii, 418 pages ; 24 cm. |
| Subjects |
| Other author/creator | Azéma, J. |
| Other author/creator | Émery, M. |
| Other author/creator | Ledoux, M. |
| Other author/creator | Yor, Marc. |
| Portion of title | Séminaire de probabilités 33 |
| Series | Lecture notes in mathematics, 0075-8434 ; 1709 Lecture notes in mathematics (Springer-Verlag) ; 1709. ^A496146 |
| Contents | 1. Introduction -- 1.1. Outline of Contents -- 2. Some Examples -- 2.1. Stochastic Gradients and Learning Processes -- 2.2. Polya's Urns and Reinforced Random Walks -- 2.3. Stochastic Fictitious Play in Game Theory -- 3. Asymptotic Pseudotrajectories -- 3.1. Characterization of Asymptotic Pseudotrajectories -- 4. Asymptotic Pseudotrajectories and Stochastic Approximation Processes -- 4.1. Notation and Preliminary Result -- 4.2. Robbins-Monro Algorithms -- 4.3. Continuous Time Processes -- 5. Limit Sets of Asymptotic Pseudotrajectories -- 5.1. Chain Recurrence and Attractors -- 5.2. Limit Set Theorem -- 6. Dynamics of Asymptotic Pseudotrajectories -- 6.1. Simple Flows, Cyclic Orbit Chains -- 6.2. Lyapounov Functions and Stochastic Gradients -- 6.3. Attractors -- 6.4. Planar Systems -- 7. Convergence with positive probability toward an attractor -- 7.1. Attainable Sets -- 7.2. Examples -- 7.3. Stabilization -- 8. Shadowing Properties -- 8.1. [lambda]-Pseudotrajectories -- 8.2. Expansion Rate and Shadowing -- 8.3. Properties of the Expansion Rate -- 9. Nonconvergence to Unstable points, Periodic orbits and Normally Hyperbolic Sets -- 9.1. Proof of Theorem 9.1 -- 10. Weak Asymptotic Pseudotrajectories -- 10.1. Stochastic Approximation Processes with Slow Decreasing Step-Size. |
| Abstract | Besides topics traditionally found in the Séminaire de Probabilités (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume XXXIII presents nine contributions to the study of filtrations up to isomorphism. It also contains three graduate courses: Dynamics of stochastic algorithms, by M. Benaim; Simulated annealing algorithms and Markov chains with rare transitions, by O. Catoni; and Concentration of measure and logarithmic Sobolev inequalities, by M. Ledoux. These up to date courses present the state of the art in three matters of interest to students in theoretical or applied Probability Theory, and to researchers as well. |
| Local note | Joyner-FOR JOYNER LIBRARY HOLDINGS OF THE SERIES, LECTURE NOTES IN MTHEMATICS, SEARCH BY CALL NUMBER QA3 .L28. |
| Bibliography note | Includes bibliographical references. |
| Language | English and French. |
| Genre/form | Conference papers and proceedings. |
| ISBN | 3540663428 |
| ISBN | 9783540663423 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Joyner | General Stacks | QA3 .L28 NO. 1709 | ✔ Available | Place Hold |