On Exponential Convergence of Random Variables
Fuente:
arXiv
Guardado en:
| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866914898819153920 |
|---|---|
| author | Tarłowski, Dawid |
| author_facet | Tarłowski, Dawid |
| contents | Given the discrete-time sequence of nonnegative random variables, general dependencies between the exponential convergence of the expectations, exponential convergence of the trajectories and the logarithmic growth of the corresponding expected hitting times are analysed. The applications are presented: the general results are applied to the areas of optimization, stochastic control and estimation. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_03644 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On Exponential Convergence of Random Variables Tarłowski, Dawid Probability Optimization and Control Given the discrete-time sequence of nonnegative random variables, general dependencies between the exponential convergence of the expectations, exponential convergence of the trajectories and the logarithmic growth of the corresponding expected hitting times are analysed. The applications are presented: the general results are applied to the areas of optimization, stochastic control and estimation. |
| title | On Exponential Convergence of Random Variables |
| topic | Probability Optimization and Control |
| url | https://arxiv.org/abs/2406.03644 |