On the law of the iterated logarithm for stochastic approximation processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 4, pp. 879-886
Cet article a éte moissonné depuis la source Math-Net.Ru
The law of the iterated logarithm for the Robbins–Monro and Kiefer–Wolfowitz stochastic approximation procedures is proved.
@article{TVP_1974_19_4_a22,
author = {V. F. Gaposhkin and T. P. Krasulina},
title = {On the law of the iterated logarithm for stochastic approximation processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {879--886},
year = {1974},
volume = {19},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a22/}
}
TY - JOUR AU - V. F. Gaposhkin AU - T. P. Krasulina TI - On the law of the iterated logarithm for stochastic approximation processes JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1974 SP - 879 EP - 886 VL - 19 IS - 4 UR - http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a22/ LA - ru ID - TVP_1974_19_4_a22 ER -
V. F. Gaposhkin; T. P. Krasulina. On the law of the iterated logarithm for stochastic approximation processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 4, pp. 879-886. http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a22/