| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1080/15326349508807332 |
| Non-standard limit theorems for urn models and stochastic approximation procedures. | |
| Kaniovski YM; Pflug GC | |
| 发表日期 | 1995 |
| 出处 | Stochastic Models 11 (1): 79-102 |
| 出版年 | 1995 |
| 语种 | 英语 |
| 摘要 | The adaptive processes of growth modeled by a generalized urn scheme have proved to be an efficient tool for the analysis of complex phenomena in economics, biology and physical chemistry. They demonstrate non-ergodic limit behavior with multiple limit states. There are two major sources of complex feedbacks governing these processes: nonlinearity (even local, which is caused by nondifferentiability of the functions driving them) and multiplicity of limit states stipulated by the nonlinearity.We suggest an analytical approach for studying some of the patterns of complex limit behavior. The approach is based on conditional limit theorems. The corresponding limits are, in general, not infinitely divisible. We show that convergence rates could be different for different limit states. The rates depend upon the smoothness (in neighborhoods of the limit states) of the functions governing the processes. |
| 主题 | Optimization under Uncertainty (OPT) ; Technological and Economic Dynamics (TED) |
| 关键词 | generalized urn scheme, conditional limit theorems, stochastic approximation |
| URL | http://pure.iiasa.ac.at/id/eprint/4270/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/127377 |
| 推荐引用方式 GB/T 7714 | Kaniovski YM,Pflug GC. Non-standard limit theorems for urn models and stochastic approximation procedures.. 1995. |
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