Probability metrics and recursive algorithms

• DOI: 10.2307/1428133
• Publication Date: 2006-04-24T00:47:10Z
• Authors: S. T. Rachev; L. Rüschendorf
• Keywords: Applied probability

It is shown by means of several examples that probability metrics are a useful tool to study the asymptotic behaviour (stochastic) recursive algorithms. The basic idea this approach find ‘suitable' metric which yields contraction properties transformations describing limits algorithm. In order demonstrate wide range applicability method we investigate from various fields, some have already been analysed in literature.