On a Stochastic Approximation Procedure Based on Averaging.

Harro Walk; Rainer Schwabe

Metrika (1996)

  • Volume: 44, Issue: 2, page 165-180
  • ISSN: 0026-1335; 1435-926X/e

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Walk, Harro, and Schwabe, Rainer. "On a Stochastic Approximation Procedure Based on Averaging.." Metrika 44.2 (1996): 165-180. <http://eudml.org/doc/176683>.

@article{Walk1996,
author = {Walk, Harro, Schwabe, Rainer},
journal = {Metrika},
keywords = {Robbins-Monro process; averaging; almost sure representation; optimal rate of convergence; minimal asymptotic variance},
number = {2},
pages = {165-180},
title = {On a Stochastic Approximation Procedure Based on Averaging.},
url = {http://eudml.org/doc/176683},
volume = {44},
year = {1996},
}

TY - JOUR
AU - Walk, Harro
AU - Schwabe, Rainer
TI - On a Stochastic Approximation Procedure Based on Averaging.
JO - Metrika
PY - 1996
VL - 44
IS - 2
SP - 165
EP - 180
KW - Robbins-Monro process; averaging; almost sure representation; optimal rate of convergence; minimal asymptotic variance
UR - http://eudml.org/doc/176683
ER -

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