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

DOI10.1007/BF02362348MaRDI QIDQ1336095zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

iterated logarithm lawRobbins-Monro stochastic approximation procedure

Mathematics Subject Classification ID

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

Review text

See the review in Zbl 0809.60040.

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Cites work

• A limit theorem for the Robbins-Monro approximation
• scientific article; zbMATH DE number 4034758 (Why is no real title available?)
• On central limit and iterated logarithm supplements to the martingale convergence theorem

Cited in

(3)

• Convergence from below of the modified Robbins-Monro procedure
• scientific article; zbMATH DE number 4133352 (Why is no real title available?)
• A Robbins–Monro Algorithm for Non‐Parametric Estimation of NAR Process with Markov Switching: Consistency

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