An estimate for the convergence rate of the Robbins-Monro process

DOI10.1007/BF02362348zbMath0852.60033OpenAlexW2057435764MaRDI QIDQ1336095

T. P. Krasulina

Publication date: 17 October 1994

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02362348

zbMATH Keywords

iterated logarithm lawRobbins-Monro stochastic approximation procedure

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic approximation (62L20)

Cites Work

• Unnamed Item
• On central limit and iterated logarithm supplements to the martingale convergence theorem
• A limit theorem for the Robbins-Monro approximation

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