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

Author:

Koval Valery,Schwabe Rainer

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference22 articles.

1. Approximation theorems for independent and weakly dependent random vectors;Berkes;Ann. Probab.,1979

2. Asymptotic Behaviour of Linearly Transformed Sums of Random Variables;Buldygin,1997

3. On strong invariance principles under dependence assumptions;Eberlein;Ann. Probab.,1986

4. Extensions of results of Komlós, Major and Tusnády to the multivariate case;Einmahl;J. Multivariate Anal.,1989

5. Martingale Limit Theory and its Application;Hall,1980

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1. Fast graph clustering in large-scale systems based on spectral coarsening;International Journal of Modern Physics B;2021-04-10

2. Q-learning with Uniformly Bounded Variance;IEEE Transactions on Automatic Control;2021

3. The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms;Stochastic Analysis and Applications;2005-01-19

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