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Almost sure convergence of a class of stochastic algorithms. (English) Zbl 0819.60033

The author considers a wide class of random algorithms searching for a fixed point of a non-random function. Under certain assumptions, the almost sure convergence of these procedures is shown. Moreover, the paper presents an application to annealing of EM procedure.
Reviewer: P.Lachout (Praha)

MSC:

60F99 Limit theorems in probability theory
60G40 Stopping times; optimal stopping problems; gambling theory
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