Geodesic
On exponential convergence of random variables
Dawid Tarłowski1
1 Faculty of Mathematics and Computer Science Jagiellonian University 30-348 Kraków, Poland <a href="https://orcid.org/0000-0002-6824-4568">ORCID: 0000-0002-6824-4568</a>
Applicationes Mathematicae, Tome 51 (2024) no. 1, pp. 1-11.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

Given a discrete-time sequence of nonnegative random variables, general dependencies between the exponential convergence of the expectations, the exponential convergence of the trajectories and the logarithmic growth of the corresponding expected hitting times are analysed. The general results are applied to problems of optimization, stochastic control and estimation.
DOI : 10.4064/am2540-7-2024
Keywords: given discrete time sequence nonnegative random variables general dependencies between exponential convergence expectations exponential convergence trajectories logarithmic growth corresponding expected hitting times analysed general results applied problems optimization stochastic control estimation

Dawid Tarłowski 1

1 Faculty of Mathematics and Computer Science Jagiellonian University 30-348 Kraków, Poland <a href="https://orcid.org/0000-0002-6824-4568">ORCID: 0000-0002-6824-4568</a> 
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Dawid Tarłowski. On exponential convergence of random variables. Applicationes Mathematicae, Tome 51 (2024) no. 1, pp. 1-11. doi : 10.4064/am2540-7-2024. http://geodesic.mathdoc.fr/articles/10.4064/am2540-7-2024/

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