A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space. (Q2574572): Difference between revisions
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Revision as of 04:31, 10 February 2024
scientific article
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| English | A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space. |
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A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space. (English)
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29 November 2005
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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.
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stochastic approximation
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law of the iterated logarithm
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rate of convergence
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