Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 3, pp. 546-551
Citer cet article
T. P. Krasulina. On stochastic approximation processes with infinite variance. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 3, pp. 546-551. http://geodesic.mathdoc.fr/item/TVP_1969_14_3_a16/
@article{TVP_1969_14_3_a16,
author = {T. P. Krasulina},
title = {On stochastic approximation processes with infinite variance},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {546--551},
year = {1969},
volume = {14},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_3_a16/}
}
TY - JOUR
AU - T. P. Krasulina
TI - On stochastic approximation processes with infinite variance
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1969
SP - 546
EP - 551
VL - 14
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1969_14_3_a16/
LA - ru
ID - TVP_1969_14_3_a16
ER -
%0 Journal Article
%A T. P. Krasulina
%T On stochastic approximation processes with infinite variance
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1969
%P 546-551
%V 14
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1969_14_3_a16/
%G ru
%F TVP_1969_14_3_a16
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.
