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Steady-State Convergence of Stochastic Approximation

This story is from 2026-09-15. It is preserved in the archive; the latest stories are on the live feed.

arXiv:2609.14922v1 Announce Type: new Abstract: For constant-stepsize stochastic approximation (SA), the iterates converge in distribution to a stationary law that depends on the stepsize $\alpha.$ Steady-state convergence (SSC) concerns the limit of the scaled stationary distribution as $\alpha \d…

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  1. 2026-09-15 04:00 · arXiv stat.ML
    Steady-State Convergence of Stochastic Approximation

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