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

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

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Cites work

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

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(3)

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

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