An estimate for the convergence rate of the Robbins--Monro process
Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 10, Tome 207 (1993), pp. 109-114
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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.
@article{ZNSL_1993_207_a8,
author = {T. P. Krasulina},
title = {An estimate for the convergence rate of the {Robbins--Monro} process},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {109--114},
publisher = {mathdoc},
volume = {207},
year = {1993},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1993_207_a8/}
}
T. P. Krasulina. An estimate for the convergence rate of the Robbins--Monro process. Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 10, Tome 207 (1993), pp. 109-114. http://geodesic.mathdoc.fr/item/ZNSL_1993_207_a8/