Stochastic approximation with long range dependent and heavy tailed noise
DOI10.1007/S11134-012-9283-0zbMATH Open1275.60053OpenAlexW2019544144MaRDI QIDQ383264FDOQ383264
Authors: Venkat Anantharam, Vivek Borkar 
Publication date: 25 November 2013
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11134-012-9283-0
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- scientific article; zbMATH DE number 1043533
stochastic approximationlong range dependenceconvergence in \(\xi\)th meanheavy tailed noiseO.d.e. limit
Stochastic approximation (62L20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic learning and adaptive control (93E35)
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Cited In (6)
- Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents
- Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms).
- Stochastic approximation with `controlled Markov' noise
- A stochastic Kaczmarz algorithm for network tomography
- Title not available (Why is that?)
- Probabilistic bisection converges almost as quickly as stochastic approximation
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