Asymptotic Behavior of Stochastic Approximation and Large Deviations.
BROWN UNIV PROVIDENCE RI LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS
Pagination or Media Count:
The theory of large deviations is applied to the study of the asymptotic properties of the stochastic approximation algorithms. The method provides a useful alternative to the currently used technique of obtaining rate of convergence results.
- Statistics and Probability