Article ID Journal Published Year Pages File Type
1154481 Statistics & Probability Letters 2015 7 Pages PDF
Abstract
In this paper, we consider the multi-dimensional Kesten algorithm studied in Xu and Dai (2012). The convergence in rth mean for the algorithm is established under the weaker assumptions than Xu and Dai (2012). Moreover, we obtain also the almost sure convergence of the algorithm under the conditions of Xu and Dai (2012).
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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