Exponential inequalities for the Robbins–Monro’s algorithm under mixing condition

DOI10.1080/03610926.2013.830751zbMath1338.60062OpenAlexW1966299987MaRDI QIDQ2807700

Samir Rahmani, Abdelnasser Dahmani

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.830751

zbMATH Keywords

convergence rate\(\psi\)-mixingRobbins-Monro algorithm

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15) Stochastic approximation (62L20)

Related Items (1)

Robbins-Monro algorithm with \(\psi\)-mixing random errors

Cites Work

• Contributions to Central Limit Theory for Dependent Variables
• A Stochastic Approximation Method
• Approximation Methods which Converge with Probability one

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