| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10525807 | Statistics & Probability Letters | 2013 | 5 Pages |
Abstract
In this paper, we establish a moderate deviation principle for a class of recursions which have the form of Zn+1=(1âÎn+1gn)Zn+Vn+1gn, where gn are constants, Vn,În are random variables for any nâ¥1. These recursions often occur in stochastic approximation algorithms.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Shaochen Wang,