Finite-sample analysis of rotation operator under l_2 norm and l_∞ norm

09/09/2023

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by   Mi Zhou, et al.

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In this article, we consider a special operator called the two-dimensional rotation operator and analyze its convergence and finite-sample bounds under the l_2 norm and l_∞ norm with constant step size. We then consider the same problem with stochastic noise with affine variance. Furthermore, simulations are provided to illustrate our results. Finally, we conclude this article by proposing some possible future extensions.