Consistency of stochastic approximation algorithm with quasi-associated random errors

DOI10.1080/03610926.2014.968737MaRDI QIDQ2834640zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3459735 (Why is no real title available?)
• A Stochastic Approximation Method
• An exponential inequality under weak dependence
• Antithetic and Negatively Associated Random Variables and Function Maximization
• Correlation inequalities on some partially ordered sets
• Exponential bounds in stochastic approximation procedures

Cited in

(4)

• scientific article; zbMATH DE number 1944272 (Why is no real title available?)
• scientific article; zbMATH DE number 1341164 (Why is no real title available?)
• 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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