On the Law of the Iterated Logarithm in Stochastic Approximation Processes

DOI10.1137/1119097zbMATH Open0333.62053OpenAlexW2079663352MaRDI QIDQ4099096FDOQ4099096

Authors: V. F. Gaposhkin, T. P. Krasulina 

Publication date: 1974

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1119097

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic approximation (62L20)

Cited In (12)

• On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables
• The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms
• A stochastic Newton-Raphson method
• General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type
• Asymptotic behaviour of a class of stochastic approximation procedures
• On the almost sure asymptotic behaviour of stochastic algorithm
• On one-sided convergence of a modified stochastic approximation process
• Stochastic approximation algorithms for superquantiles estimation
• Exact bounds for the rate of convergence in general stochastic approximation procedures
• Asymptotic behavior for the Robbins-Monro process
• A Robbins-Monro procedure for estimation in semiparametric regression models
• Strong representation of an adaptive stochastic approximation procedure

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