Consistency of stochastic approximation algorithm with quasi-associated random errors

DOI10.1080/03610926.2014.968737zbMATH Open1349.62372OpenAlexW2515779754MaRDI QIDQ2834640FDOQ2834640

Authors: Idir Arab, Abdelnasser Dahmani 

Publication date: 23 November 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.968737

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zbMATH Keywords

stochastic approximationinverse problemsexponential inequalitiesquasi-associated random variablesroot of a function

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Stochastic approximation (62L20) Strong limit theorems (60F15) Inverse problems in linear algebra (15A29) Distribution theory (60E99)

Cites Work

• A Stochastic Approximation Method
• Title not available (Why is that?)
• An exponential inequality under weak dependence
• Correlation inequalities on some partially ordered sets
• Exponential bounds in stochastic approximation procedures
• Antithetic and Negatively Associated Random Variables and Function Maximization

Cited In (4)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Complete convergence of stochastic approximation algorithm in \(\mathbb{R}^d\) under random noises
• Robbins-Monro algorithm with \(\psi\)-mixing random errors

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