Monnez, Jean-Marie - In: Statistics & Probability Letters 76 (2006) 5, pp. 531-536
We consider a stochastic gradient process, which is a special case of stochastic approximation process, where the positive real step size an is replaced by a random matrix An: Xn+1=Xn-An[backward difference]g(Xn)-AnVn. We give two theorems of almost sure convergence in the case where the...