On the almost sure asymptotic behaviour of stochastic algorithms

Mariane Pelletier

Stochastic Processes and their Applications, 1998, vol. 78, issue 2, 217-244

Abstract: We study the almost sure asymptotic behaviour of decreasing stepsized stochastic algorithms used for the search of zeros of a function. We prove a law of the iterated logarithm, which gives the almost sure convergence rate of the algorithm, and we establish a quadratic strong law of large numbers.

Keywords: Stochastic; algorithms; Law; of; the; iterated; logarithm; Quadratic; strong; law; of; large; numbers (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (6)

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