Exponential inequalities for the Robbins–Monro’s algorithm under mixing condition (Q2807700)
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scientific article; zbMATH DE number 6584909
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| English | Exponential inequalities for the Robbins–Monro’s algorithm under mixing condition |
scientific article; zbMATH DE number 6584909 |
Statements
Exponential inequalities for the Robbins–Monro’s algorithm under mixing condition (English)
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25 May 2016
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convergence rate
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\(\psi\)-mixing
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Robbins-Monro algorithm
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