scientific article; zbMATH DE number 3996935

MaRDI QIDQ4723089zbMATH OpenFDO

Authors Serguey Victorovich Zhulenev

Publication date 1985

zbMATH Keywords

Kiefer- Wolfowitz methodlaw of iterated logarithmlocationnormalizing functionRobbins-Monro method

Mathematics Subject Classification ID

Strong limit theorems (60F15) Point estimation (62F10) Stochastic approximation (62L20)

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Cited in

(5)

• The law of the iterated logarithm of random weighting approximation for mean error -- non. I.I.D. situation
• 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
• The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms
• Asymptotic properties of prediction error estimators in approximate system identification

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