Title of article :
A law of the iterated logarithm for stochastic approximation procedures in d-dimensional Euclidean space
Author/Authors :
Koval، نويسنده , , Valery and Schwabe، نويسنده , , Rainer، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
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
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications