Preprint No. A-00-25

Valery Koval, Rainer Schwabe

A Law of the Iterated Logarithm for Stochastic Approximation Procedures in d-dimensional Euclidean Space

Abstract: 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.

Keywords: stochastic approximation, law of the iterated logarithm, rate of convergence

Language: ENG

Available: Pr-A-00-25.ps

Contact: Schwabe, Rainer, Freie Universität Berlin, Fachbereich Mathematik und Informatik, Arnimallee 2-6, D-14195 Berlin, Germany (schwabe@math.fu-berlin.de)

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