A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space. (Q2574572): Difference between revisions
From MaRDI portal
Latest revision as of 13:30, 11 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space. |
scientific article |
Statements
A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space. (English)
0 references
29 November 2005
0 references
The authors investigate the rate of convergence for the general \(d\)-dimensional stochastic approximation procedures and present an explicit expression for the asymptotic bounds in the law of the iterated logarithm. The considered procedures covers both the Robbins-Monroe and the Kiefer-Wolfowitz ones.
0 references
stochastic approximation
0 references
law of the iterated logarithm
0 references
rate of convergence
0 references
0 references
0 references
0 references
