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1、StochasticMechanicsApplicationsofRandomMediaMathematicsSignalProcessingandImageSynthesisStochasticModellingMathematicalEconomicsandFinanceandAppliedProbabilityStochasticOptimizationStochasticControl35StochasticModelsinLifeSciencesEditedbyB.RozovskiiM.YorAdvi
2、soryBoardD.DawsonD.GemanG.GrimmettI.KaratzasF.KellyY.LeJanB.ØksendalG.PapanicolaouE.PardouxHaroldJ.KushnerG.GeorgeYinStochasticApproximationandRecursiveAlgorithmsandApplicationsSecondEditionWith31FiguresHaroldJ.KushnerG.GeorgeYinDivisionofAppliedMathematicsD
3、epartmentofMathematicsBrownUniversityWayneStateUniversityProvidence,RI02912,USADetroit,MI48202,USAHarold_Kushner@Brown.edugyin@math.wayne.eduManagingEditorsB.RozovskiiCenterforAppliedMathematicalSciencesDenneyResearchBuilding308UniversityofSouthernCalifornia
4、1042WestThirty-sixthPlaceLosAngeles,CA90089,USArozovski@math.usc.eduM.YorLaboratoiredeProbabilite´setMode`lesAle´atoiresUniversite´deParisVI175,rueduChevaleret75013Paris,FranceCoverillustration:CoverpatternbycourtesyofRickDurrett,CornellUniversity,Ithaca,New
5、York.MathematicsSubjectClassification(2000):62L20,93E10,93E25,93E35,65C05,93-02,90C15LibraryofCongressCataloging-in-PublicationDataKushner,HaroldJ.(HaroldJoseph),1933–Stochasticapproximationandrecursivealgorithmsandapplications/HaroldJ.Kushner,G.GeorgeYin.p.
6、cm.—(Applicationsofmathematics;35)Rev.ed.of:Stochasticapproximationalgorithmsandapplications,c1997.ISBN0-387-00894-2(acid-freepaper)1.Stochasticapproximation.2.Recursivestochasticalgorithms.3.Recursivealgorithms.I.Kushner,HaroldJ.(HaroldJoseph),1933–.Stochas
7、ticapproximationalgorithmsandapplications.II.Yin,George,1954–III.Title.IV.Series.QA274.2.K882003519.2—dc212003045459ISBN0-387-00894-2Printedonacid-freepaper.©2003,1997Springer-VerlagNewYork,Inc.Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinp
8、artwithoutthewrittenpermissionofthepublisher(Springer-VerlagNewYork,Inc.,175FifthAvenue,NewYork,NY10010,USA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwitha