On the Law of the Iterated Logarithm in Stochastic Approximation Processes

DOI10.1137/1119097MaRDI QIDQ4099096zbMATH OpenOpenAlexFDO

Authors V. F. Gaposhkin, T. P. Krasulina

Publication date 1974

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1119097

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic approximation (62L20)

Cited in

(15)

• Asymptotic behaviour of a class of stochastic approximation procedures
• A stochastic Newton-Raphson method
• On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables
• On one-sided convergence of a modified stochastic approximation process
• General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type
• On the almost sure asymptotic behaviour of stochastic algorithm
• Strong representation of an adaptive stochastic approximation procedure
• Stochastic approximation algorithms for superquantiles estimation
• Exact bounds for the rate of convergence in general stochastic approximation procedures
• A Robbins-Monro procedure for estimation in semiparametric regression models
• The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms
• Asymptotic behavior for the Robbins-Monro process
• The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning
• Multivariate compact law of the iterated logarithm for averaged stochastic approximation algorithms
• The law of the iterated logarithm for the nonlinear unbalanced urn model

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