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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 3, Pages 546–551 (Mi tvp1211)  
This article is cited in 10 scientific papers (total in 10 papers)

Short Communications

On stochastic approximation processes with infinite variance

T. P. Krasulina

Leningrad
Full-text PDF (293 kB) Citations (10)
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.
English version:
Theory of Probability and its Applications, 1969, Volume 14, Issue 3, Pages 522–526
DOI: https://doi.org/10.1137/1114068
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Kra69}
\by T.~P.~Krasulina
\paper On stochastic approximation processes with infinite variance
\jour Teor. Veroyatnost. i Primenen.
\yr 1969
\vol 14
\issue 3
\pages 546--551
\mathnet{http://mi.mathnet.ru/tvp1211}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=261666}
\zmath{https://zbmath.org/?q=an:0208.20404|0202.16804}
\transl
\jour Theory Probab. Appl.
\yr 1969
\vol 14
\issue 3
\pages 522--526
\crossref{https://doi.org/10.1137/1114068}
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  • https://www.mathnet.ru/eng/tvp/v14/i3/p546
    • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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