Almost sure convergence for the Robbins-Monro process
From MaRDI portal
Publication:1235485
DOI10.1214/AOP/1176995934zbMath0351.62061OpenAlexW2041503582MaRDI QIDQ1235485
Publication date: 1976
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995934
Asymptotic distribution theory in statistics (62E20) Stochastic approximation (62L20) Stochastic processes (60G99)
Related Items (4)
On the almost sure convergence of a general stochastic approximation procedure ⋮ A new sequential design based on the Robbins-Monro procedure ⋮ Isotonic estimation in stochastic approximation ⋮ A new sequential approximation method
This page was built for publication: Almost sure convergence for the Robbins-Monro process
