The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms

DOI10.1081/SAP-200044470zbMath1066.60034OpenAlexW2026846193WikidataQ115002512 ScholiaQ115002512MaRDI QIDQ4678753

Mariane Pelletier, Abdelkader Mokkadem

Publication date: 23 May 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-200044470

zbMATH Keywords

stochastic algorithm

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic approximation (62L20) (L^p)-limit theorems (60F25)

Related Items (2)

Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms ⋮ A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm

Cites Work

• Unnamed Item
• Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
• Rate of convergence of stochastic approximation procedures in a Banach space
• On the almost sure asymptotic behaviour of stochastic algorithm
• A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space.
• Matrix Analysis
• On the Law of the Iterated Logarithm in Stochastic Approximation Processes
• Limit theorems for weighted sums and stochastic approximation processes
• Exact bounds for the rate of convergence in general stochastic approximation procedures
• A new law of the iterated logarithm in \(R^d\) with application to matrix-normalized sums of random vectors

This page was built for publication: The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms