Law of the Iterated Logarithm for a Constant-Gain Linear Stochastic Gradient Algorithm

DOI10.1137/S0363012997331007zbMath0966.60023WikidataQ114978665 ScholiaQ114978665MaRDI QIDQ4507468

J. A. Joslin, Andrew J. Heunis

Publication date: 18 October 2000

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

functional law of the iterated logarithmstochastic gradient algorithmL-mixing processes

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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