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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 3, Pages 546–551 (Mi tvp1211)  
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
Full-text PDF (293 kB) Citations (9)
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 9 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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