On the almost sure asymptotic behaviour of stochastic algorithm

DOI10.1016/S0304-4149(98)00029-5zbMath0926.62072MaRDI QIDQ1807280

Mariane Pelletier

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic algorithmlaws of iterated logarithmquadratic laws of large numbers

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stochastic approximation (62L20)

Related Items (20)

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Cites Work

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• Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
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• Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
• Arithmetic means and invariance principles in stochastic approximation
• Stochastic approximation methods for constrained and unconstrained systems
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• About the averaging approach in Gaussian schemes for stochastic approximation
• Averaging for estimating covariances in stochastic approximation
• Some results about averaging in stochastic approximation
• Stochastic algorithms
• On the Law of the Iterated Logarithm in Stochastic Approximation Processes
• Limit theorems for weighted sums and stochastic approximation processes
• Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data
• Regularly varying functions

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