Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154481 | Statistics & Probability Letters | 2015 | 7 Pages |
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).
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zhen Wang, Jianyong Mu, Yu Miao,