An estimate for the convergence rate of the Robbins-Monro process

DOI10.1007/BF02362348zbMATH Open0852.60033OpenAlexW2057435764MaRDI QIDQ1336095FDOQ1336095

Authors: T. P. Krasulina 

Publication date: 17 October 1994

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02362348

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zbMATH Keywords

iterated logarithm lawRobbins-Monro stochastic approximation procedure

Mathematics Subject Classification ID

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

Cites Work

• On central limit and iterated logarithm supplements to the martingale convergence theorem
• A limit theorem for the Robbins-Monro approximation
• Title not available (Why is that?)

Cited In (3)

• Convergence from below of the modified Robbins-Monro procedure
• Title not available (Why is that?)
• A Robbins–Monro Algorithm for Non‐Parametric Estimation of NAR Process with Markov Switching: Consistency

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