Year: 1990
Journal of Computational Mathematics, Vol. 8 (1990), Iss. 1 : pp. 45–54
Abstract
Very recently, there is a growing interest in studying parallel and distributed stochastic approximation algorithms. Previously, we suggest such an algorithm to find zeros or locate maximum values of a regression function with large state space dimension in [1], and derived the strong consistency property for that algorithm. In the present work, we concern ourselves with the problem of asymptotic properties of such an algorithm. We will study the limit behavior of the algorithm and obtain the rate of convergence and asymptotic normality results.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/1990-JCM-9418
Journal of Computational Mathematics, Vol. 8 (1990), Iss. 1 : pp. 45–54
Published online: 1990-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10