Exponential bounds in stochastic approximation procedures

DOI10.1007/BF01060685zbMath0702.62077OpenAlexW1969603352MaRDI QIDQ915324

A. Dakhmani, B. V. Bondarev

Publication date: 1989

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01060685

zbMATH Keywords

Robbins-Monro processExponential boundsuniform strong mixingweak dependence between the errors of measurement

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Related Items (4)

Exponential inequalities for Mann’s stochastic algorithm ⋮ Complete convergence of stochastic approximation algorithm in ℝ^dunder random noises ⋮ Consistency of stochastic approximation algorithm with quasi-associated random errors ⋮ Robbins-Monro algorithm with \(\psi\)-mixing random errors

Cites Work

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• The Remainder in the Central Limit Theorem for Mixing Stochastic Processes
• Normal approximation and large deviations for the Robbins-Monro Process
• On the rate of convergence of the Robbins-Monro method
• A Stochastic Approximation Method

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