A~Note on Some Stochastic Approximation Processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 1, pp. 113-118
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In this paper a relation is established between Blum’s process and Dvoretzky’s process, thereby answering the question raised in [5]. Two special cases of the Robbins–Monro process are also discussed.
@article{TVP_1962_7_1_a9,
author = {T. P. Krasulina},
title = {A~Note on {Some} {Stochastic} {Approximation} {Processes}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {113--118},
publisher = {mathdoc},
volume = {7},
number = {1},
year = {1962},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1962_7_1_a9/}
}
T. P. Krasulina. A~Note on Some Stochastic Approximation Processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 1, pp. 113-118. http://geodesic.mathdoc.fr/item/TVP_1962_7_1_a9/