Estimation of convergence rate of Robbins-Monro process

MaRDI QIDQ595306zbMATHFDO

Authors T. P. Krasulina

Publication date 1983

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

iterated logarithm lawrate of convergence of Robbins-Monro procedure

Mathematics Subject Classification ID

Stochastic approximation (62L20) Strong limit theorems (60F15)

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