DOI
10.34229/KCA2522-9664.26.4.7
UDC 519.21
P.S. Knopov
V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine,
Kyiv, Ukraine,
knopov1@yahoo.com
E.J. Kasitskaya
V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine,
Kyiv, Ukraine,
e.kasitskaya@gmail.com
O.S. Samosyonok
V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine,
Kyiv, Ukraine,
samosyonok@gmail.com
ASYMPTOTIC PROPERTIES OF THE EMPIRICAL AVERAGE METHOD
Abstract. The article is devoted to the study of the asymptotic properties of the empirical average method, which is one of the main ones in the theory of stochastic optimization. The convergence conditions of the method and its convergence rate, the asymptotic distribution of estimates and its connection with the theory of statistical estimation are found.
Keywords: independent random variables, hypermixing, asymptotic properties, method of empirical means, statistical estimation, strategy, risk.
full text
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