DOI
10.34229/KCA2522-9664.26.4.7
УДК 519.21
П.С. КНОПОВ
Інститут кібернетики ім. В.М. Глушкова, Київ, Україна,
knopov1@yahoo.com
Є.Й. КАСІЦЬКА
Інститут кібернетики ім. В.М. Глушкова, Київ, Україна,
e.kasitskaya@gmail.com
О.С. САМОСЬОНОК
Інститут кібернетики ім. В.М. Глушкова, Київ, Україна,
samosyonok@gmail.com
АСИМПТОТИЧНІ ВЛАСТИВОСТІ МЕТОДУ ЕМПІРИЧНИХ СЕРЕДНІХ
Анотація. Стаття присвячена дослідженню асимптотичних властивостей методу емпіричних середніх, який є одним із основних в теорії стохастичної оптимізації. Знайдено умови збіжності методу та його швидкість збіжності, асимптотичний розподіл оцінок та його зв’язок з теорією статистичного оцінювання.
Ключові слова: незалежні випадкові величини, гіперперемішування, асимптотичні властивості, метод емпіричних середніх, статистичне оцінювання, стратегія, ризик.
повний текст
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