Stochastic approximation with correlated data

DOI10.1109/TIT.1981.1056300MaRDI QIDQ3908354zbMATH OpenFDO

Authors David C. Farden

Publication date 1981

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.1981.1056300

zbMATH Keywords

almost sure convergencecorrelated dataRobbins-Monro procedurestochastic gradient-following algorithms

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cited in

(7)

• On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables
• A sliding-window approximation-based fractional adaptive strategy for Hammerstein nonlinear ARMAX systems
• scientific article; zbMATH DE number 3833142 (Why is no real title available?)
• Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
• General moment and probability inequalities for the maximum partial sum
• scientific article; zbMATH DE number 3589613 (Why is no real title available?)
• Convergence rates and decoupling in linear stochastic approximation algorithms

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