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Zapiski Nauchnykh Seminarov POMI, 1993, Volume 207, Pages 109–114 (Mi znsl5823)  
An estimate for the convergence rate of the Robbins–Monro process

T. P. Krasulina
Full-text PDF (211 kB)
Abstract: A bound for the convergence rate is given for the Robbins–Monro process in the form of the iterated logarithm as well as more precise conditions for the iterated logarithm law to be applicable to the procedures of stochastic approximation. Bibliography: 4 titles.
English version:
Journal of Mathematical Sciences, 1996, Volume 81, Issue 1, Pages 2430–2433
DOI: https://doi.org/10.1007/BF02362348
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: T. P. Krasulina, “An estimate for the convergence rate of the Robbins–Monro process”, Studies in mathematical statistics. Part 10, Zap. Nauchn. Sem. POMI, 207, Nauka, St. Petersburg, 1993, 109–114; J. Math. Sci., 81:1 (1996), 2430–2433
Citation in format AMSBIB
\Bibitem{Kra93}
\by T.~P.~Krasulina
\paper An estimate for the convergence rate of the Robbins--Monro process
\inbook Studies in mathematical statistics. Part~10
\serial Zap. Nauchn. Sem. POMI
\yr 1993
\vol 207
\pages 109--114
\publ Nauka
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl5823}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1227979}
\zmath{https://zbmath.org/?q=an:0809.60040|0852.60033}
\transl
\jour J. Math. Sci.
\yr 1996
\vol 81
\issue 1
\pages 2430--2433
\crossref{https://doi.org/10.1007/BF02362348}
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