Complete convergence of stochastic approximation algorithm in ℝdunder random noises

DOI10.1080/07474946.2016.1165537zbMath1351.65007OpenAlexW2465882586MaRDI QIDQ2816634

Idir Arab, Abdelnasser Dahmani

Publication date: 25 August 2016

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2016.1165537

zbMATH Keywords

convergencestochastic approximationexponential boundsBernstein inequalitiesdependent noiseindependent noiseHoeffding's inequlaityroot of a function

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Strong limit theorems (60F15) White noise theory (60H40) Sequential statistical analysis (62L10)

Related Items (2)

Asymptotic behavior for the Robbins–Monro process ⋮ Robbins-Monro algorithm with \(\psi\)-mixing random errors

Cites Work

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