Arithmetic means and invariance principles in stochastic approximation

DOI10.1007/BF01046773zbMath0774.62086MaRDI QIDQ1209213

Andreas Pechtl

Publication date: 16 May 1993

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

functional central limit theoremsreal separable Banach spaceinvariance principle for arithmetic meansloglog invariance

Mathematics Subject Classification ID

Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (2)

The averaged Robbins-Monro method for linear problems in a Banach space ⋮ On the almost sure asymptotic behaviour of stochastic algorithm

Cites Work

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• New method of stochastic approximation type
• Acceleration of Stochastic Approximation by Averaging

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