Erratum: ``Concentration bounds for stochastic approximations

DOI10.1214/ECP.v17-2495zbMath1298.60071OpenAlexW2080229962MaRDI QIDQ743404

Stéphane Menozzi, Noufel Frikha

Publication date: 24 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ecp.v17-2495

zbMATH Keywords

Euler schemestochastic approximation algorithmsGaussian concentrationnon asymptotic bounds

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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