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Stochastic approximation with dependent noise - MaRDI portal

Stochastic approximation with dependent noise (Q1169996)

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scientific article; zbMATH DE number 3782251
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English
Stochastic approximation with dependent noise
scientific article; zbMATH DE number 3782251

    Statements

    Stochastic approximation with dependent noise (English)
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    1982
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    dependent noise
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    stationary noise
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    autocorrelated errors
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    Kiefer- Wolfowitz procedure
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    stationary mixing process
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    almost sure convergence results
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