Stochastic approximation with dependent noise

DOI10.1016/0304-4149(82)90032-1zbMath0496.62071OpenAlexW2021089662MaRDI QIDQ1169996

Victor Solo

Publication date: 1982

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(82)90032-1

zbMATH Keywords

stationary noiseautocorrelated errorsalmost sure convergence resultsdependent noiseKiefer- Wolfowitz procedurestationary mixing process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17)

Related Items (5)

On the almost sure convergence of a general stochastic approximation procedure ⋮ Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds ⋮ Extremum seeking under stochastic noise and applications to mobile sensors ⋮ Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations ⋮ Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour

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