Consistency of stochastic approximation algorithm with quasi-associated random errors

DOI10.1080/03610926.2014.968737zbMath1349.62372OpenAlexW2515779754MaRDI QIDQ2834640

Abdelnasser Dahmani, Idir Arab

Publication date: 23 November 2016

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

Full work available at URL: https://doi.org/10.1080/03610926.2014.968737

zbMATH Keywords

stochastic approximationinverse problemsexponential inequalitiesquasi-associated random variablesroot of a function

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Strong limit theorems (60F15) Inverse problems in linear algebra (15A29) Stochastic approximation (62L20) Distribution theory (60E99)

Related Items (1)

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

Cites Work

• An exponential inequality under weak dependence
• Exponential bounds in stochastic approximation procedures
• Correlation inequalities on some partially ordered sets
• Antithetic and Negatively Associated Random Variables and Function Maximization
• A Stochastic Approximation Method
• Unnamed Item

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