A law of the iterated logarithm for stochastic approximation procedures in d-dimensional Euclidean space

Valery Koval and Rainer Schwabe

Stochastic Processes and their Applications, 2003, vol. 105, issue 2, 299-313

Abstract: In this paper, we investigate the rate of convergence for general d-dimensional stochastic approximation procedures and present an explicit expression for the asymptotic bounds in the law of the iterated logarithm.

Keywords: Stochastic; approximation; Law; of; the; iterated; logarithm; Rate; of; convergence (search for similar items in EconPapers)
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(03)00016-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:105:y:2003:i:2:p:299-313

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().