Author

Qi Lei

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Preprint Oct 2026

Exact Tail Laws for Nonlinear SGD with Infinite-Variance Gradients

This work describes its accuracy through exact first-order tail probabilities for the last iterate of nonlinear, constant-stepsize SGD, and proves its relative accuracy at shrinking tolerances above the central scale, with state-dependent noise and a growing observation horizon.

Xiao-Lin Li, Qi Lei, Zi-Yang Wei et al. · 0 citations