Exponential inequalities in stochastic approximation procedures

DOI10.1515/ROSE.1993.1.4.393zbMATH Open0833.62078OpenAlexW2076329734MaRDI QIDQ4861919FDOQ4861919

Authors: B. V. Bondarev 

Publication date: 20 March 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1993.1.4.393

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zbMATH Keywords

rate of convergenceexponential inequalitiesmartingale method estimates

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic approximation (62L20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Cited In (6)

• Exponential weighting and oracle inequalities for projection estimates
• Sharp bounds for exponential approximations of NWUE distributions
• Title not available (Why is that?)
• Exponential bounds in stochastic approximation procedures
• Exponential bounds for normal approximation of the number of descents and inversions
• Inégalités exponentielles pour les processus empiriques

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