On Stochastic Approximation Processes with Infinite Variance
T. P. Krasulina · Theory of Probability and Its Applications · 1969
Previous article Next article On Stochastic Approximation Processes with Infinite VarianceT. P. KrasulinaT. P. Krasulinahttps://doi.org/10.1137/1114068PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Herbert Robbins and , Sutton Monro, A stochastic approximation method, Ann. Math. Statistics, 22 (1951), 400–407 MR0042668 0054.05901 CrossrefGoogle Scholar[2] J. H. Venter, An extension of the Robbins-Monro procedure, Ann. Math. Statist., 38 (1967), 181–190 MR0205396 0158.36901 CrossrefGoogle Scholar[3] Bengt von Bahr and , Carl-Gustav Esseen, Inequalities for the rth absolute moment of a sum of random variables, $1\leq r\leq 2$, Ann. Math. Statist, 36 (1965), 299–303 MR0170407 0134.36902 CrossrefGoogle Scholar[4] J. L. Doob, Stochastic processes, John Wiley & Sons Inc., New York, 1953viii+654 MR0058896 0053.26802 Google Scholar[5] Julius R. Blum, Approximation methods which converge with probability one, Ann. Math. Statistics, 25 (1954), 382–386 MR0062399 0055.37806 CrossrefGoogle Scholar[6] Aryeh Dvoretzky, On stochastic approximation, Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, 1954–1955, vol. I, University of California Press, Berkeley and Los Angeles, 1956, 39–55 MR0084911 0072.34701 Google Scholar[7] B. V. Gnedenko and , A. N. Kolmogorov, Limit distributions for sums of independent random variables, Addison-Wesley Publishing Company, Inc., Cambridge, Mass., 1954ix+264 MR0062975 0056.36001 Google Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Pruning Analog Over-the-Air Distributed Learning Models with Accuracy Loss GuaranteeICC 2022 - IEEE International Conference on Communications | 16 May 2022 Cross Ref Revisiting Analog Over-the-Air Machine Learning: The Blessing and Curse of InterferenceIEEE Journal of Selected Topics in Signal Processing, Vol. 16, No. 3 | 1 Apr 2022 Cross Ref Stochastic ApproximationWiley StatsRef: Statistics Reference Online | 29 September 2014 Cross Ref Stochastic ApproximationEncyclopedia of Statistical Sciences | 15 August 2006 Cross Ref Conditions for Local Convergence of Recursive Stochastic ProceduresTheory of Probability & Its Applications, Vol. 28, No. 1 | 17 July 2006AbstractPDF (694 KB)The Strong Law of Large Numbers and Normality of Kesten' ProcedureTheory of Probability & Its Applications, Vol. 23, No. 3 | 17 July 2006AbstractPDF (683 KB) Volume 14, Issue 3| 1969Theory of Probability & Its Applications373-534 History Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1114068Article page range:pp. 522-526ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics