Stochastic approximation revisited (Q1081260): Difference between revisions
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Revision as of 02:07, 5 March 2024
scientific article
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English | Stochastic approximation revisited |
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Stochastic approximation revisited (English)
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1986
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The author gives a simplified proof of an old and well-known result in the theory of stochastic approximation, due to himself [Proc. 3rd Berkeley Sympos. math. Statist. Probability 1, 39-55 (1956; Zbl 0072.347)]. This is one of the first results with an entirely ''pointwise'' proof, which is typical for many proofs in stochastic approximation nowadays.
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strong law of large numbers
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