The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms

DOI10.1081/SAP-200044470MaRDI QIDQ4678753zbMATH OpenOpenAlexWikidataFDO

Authors Abdelkader Mokkadem, Mariane Pelletier

Publication date 23 May 2005

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sap-200044470

zbMATH Keywords

stochastic algorithm

Mathematics Subject Classification ID

Strong limit theorems (60F15) (L^p)-limit theorems (60F25) Stochastic approximation (62L20)

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Cites work

• A law of the iterated logarithm for stochastic approximation procedures in d-dimensional Euclidean space.
• A new law of the iterated logarithm in \(R^d\) with application to matrix-normalized sums of random vectors
• Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
• Exact bounds for the rate of convergence in general stochastic approximation procedures
• scientific article; zbMATH DE number 53271 (Why is no real title available?)
• Limit theorems for weighted sums and stochastic approximation processes
• Matrix Analysis
• On the almost sure asymptotic behaviour of stochastic algorithm
• On the Law of the Iterated Logarithm in Stochastic Approximation Processes
• Rate of convergence of stochastic approximation procedures in a Banach space

Cited in

(7)

• A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
• A law of the iterated logarithm for stochastic approximation procedures in d-dimensional Euclidean space.
• Law of the Iterated Logarithm for a Constant-Gain Linear Stochastic Gradient Algorithm
• scientific article; zbMATH DE number 3996935 (Why is no real title available?)
• The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning
• Multivariate compact law of the iterated logarithm for averaged stochastic approximation algorithms
• Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms

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