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Exact bounds for the rate of convergence in general stochastic approximation procedures

 

作者: Valery Koval,   Rainer Schwabe,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1998）
卷期: Volume 16, issue 3  

页码: 501-515

 

ISSN:0736-2994

 

年代: 1998

 

DOI:10.1080/07362999808809545

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

In this paper exact constants are given for the rate of convergence of the solutionxnof the nonlinear difference equationtowards the root θ offunder very general conditions on the steplengthsan, on the weighting factorsbnand on the random noisevn. Moreover, an almost sure representation is developed for the deviationxn– θ by weighted sums of (independent) random variables

 

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