On martingale limit theory and strong convergence results for stochastic approximation procedures

DOI10.1016/0304-4149(74)90004-0zbMath0298.62022OpenAlexW2078892142MaRDI QIDQ1214728

Christopher C. Heyde

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1016/0304-4149(74)90004-0

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic approximation (62L20)

Related Items (6)

On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables ⋮ Stetige stochastische Approximation ⋮ Exact bounds for the rate of convergence in general stochastic approximation procedures ⋮ Strong representation of an adaptive stochastic approximation procedure ⋮ Stochastic approximation and the final value theorem ⋮ Asymptotic behaviour of a class of stochastic approximation procedures

Cites Work

• Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
• An Extension of the Robbins-Monro Procedure
• On Asymptotic Normality in Stochastic Approximation
• Asymptotic Distribution of Stochastic Approximation Procedures
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