Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms (Q5254881): Difference between revisions

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Latest revision as of 05:41, 10 July 2024

scientific article; zbMATH DE number 6444728
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English
Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms
scientific article; zbMATH DE number 6444728

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    Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms (English)
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    10 June 2015
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    stochastic approximation
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    almost sure convergence rates
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    random matrices
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    Marcinkiewicz strong law of large numbers
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    heavy tails
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    long-range dependence
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    linear process
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