Stochastic approximation with dependent disturbances. I

DOI10.1016/0898-1221(87)90067-8zbMath0644.62083OpenAlexW2021418263MaRDI QIDQ1102674

Paweł Jerzy Szabłowski

Publication date: 1987

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(87)90067-8

zbMATH Keywords

law of large numbersalmost sure convergenceconvergence in probabilityKronecker's lemmadependent disturbancesgeneralization of the Robbins-Monro proceduremajorized processes

Mathematics Subject Classification ID

Stochastic approximation (62L20) Limit theorems in probability theory (60F99)

Related Items (2)

Generalized laws of large numbers and auxiliary results concerning stochastic approximation with dependent disturbances. II ⋮ Optimal, recursive procedures of identification

Cites Work

• Generalized laws of large numbers and auxiliary results concerning stochastic approximation with dependent disturbances. II
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