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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 1993 Volume 207, Pages 109–114 (Mi znsl5823)

An estimate for the convergence rate of the Robbins–Monro process

T. P. Krasulina


Abstract: 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.

UDC: 519.2


 English version:
Journal of Mathematical Sciences, 1996, 81:1, 2430–2433

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© Steklov Math. Inst. of RAS, 2025