Exponential inequalities in stochastic approximation procedures

DOI10.1515/ROSE.1993.1.4.393zbMATH Open0833.62078OpenAlexW2076329734MaRDI QIDQ4861919

B. V. Bondarev

Publication date: 20 March 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1993.1.4.393

zbMATH Keywords

rate of convergenceexponential inequalitiesmartingale method estimates

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic approximation (62L20) Stochastic integrals (60H05)

Related Items (3)

Exponential weighting and oracle inequalities for projection estimates ⋮ Exponential bounds for normal approximation of the number of descents and inversions ⋮ Inégalités exponentielles pour les processus empiriques

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