ISSN:
1432-2064
Keywords:
60 G 42
;
62 L 20
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary A sufficient condition for the limit of a martingale transform to posses a continuous distribution is given. The result is used to show that for a stochastic approximation procedure, if the adjustment rate is too small then it would not converge to the target value a.s. Furthermore, if the adjustment rate is taken to be 1/n as usual but the derivative of the regression function at the target value is 0, then the convergence rate is shown to be logn instead of $$\sqrt n$$ , the rate obtained when the derivative is non-zero.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01197340
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