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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 3, Pages 546–551
(Mi tvp1211)
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This article is cited in 9 scientific papers (total in 9 papers)
Short Communications
On stochastic approximation processes with infinite variance
T. P. Krasulina Leningrad
Abstract:
A stochastic approximation algorithm in the presence of noise is considered. The noise is assumed to have the moment of order $p<2$, its variance may be infinite.
Convergence of stochastic approximation process with probability 1 and in average is proved.
Citation:
T. P. Krasulina, “On stochastic approximation processes with infinite variance”, Teor. Veroyatnost. i Primenen., 14:3 (1969), 546–551; Theory Probab. Appl., 14:3 (1969), 522–526
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https://www.mathnet.ru/eng/tvp1211 https://www.mathnet.ru/eng/tvp/v14/i3/p546
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Abstract page: | 211 | Full-text PDF : | 90 |
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