arxivcs.LGeess.SYmath.OC2026-07-20
Concentration and Mean-Square Bounds for Contractive Stochastic Approximation: A Unified Elementary Approach
We establish mean-square and concentration bounds for stochastic approximation (SA) with arbitrary norm contractive mappings, under a multiplicative noise model where the noise may scale affinely with the norm of the iterates, and the iterates are potentially unbounded. These set…