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On the one-sided convergence of the Robbins-Monro process with small steps

✍ Scribed by T. P. Krasulina

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Convergence of the Robbins-Monro process

✍ T. P. Krasulina 📂 Article 📅 2012 🏛 Allerton Press, Inc. 🌐 English ⚖ 164 KB

One-sided convergence of a modified Robb

✍ T. P. Krasulina 📂 Article 📅 1990 🏛 Springer US 🌐 English ⚖ 229 KB

An estimate for the convergence rate of

✍ T. P. Krasulina 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 190 KB

On the rate of convergence of the Robbin

✍ J. Komlós; P. Révész 📂 Article 📅 1972 🏛 Springer 🌐 English ⚖ 289 KB

On the choice of step size in the Robbin

✍ Larry Goldstein 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 247 KB

On robustness of the Robbins-Monro metho

✍ G. Yin; Y.M. Zhu 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 418 KB