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

In this paper, we investigate the rate of convergence for general d-dimensional stochastic approximation procedures and present an explicit expression for the asymptotic bounds in the law of the iterated logarithm.

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Year of publication:	2003
Authors:	Koval, Valery ; Schwabe, Rainer
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 105.2003, 2, p. 299-313
Publisher:	Elsevier
Keywords:	Stochastic approximation Law of the iterated logarithm Rate of convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875073