General convergence results for stochastic approximations via weak convergence theory

DOI10.1016/0022-247X(77)90133-0zbMath0369.62097MaRDI QIDQ1243987

Harold J. Kushner

Publication date: 1977

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stochastic approximation (62L20)

Related Items

Nonparametric relative recursive regression, Wear convergence of stochastic approximation processes with random indices, Stochastic adaptive control using a modified least squares algorithm, Stochastic approximation with dependent noise, The stochastic approximation method for estimation of a distribution function, Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations, Complete convergence of stochastic approximation algorithm in ℝ^dunder random noises, Nonparametric relative recursive regression estimators for censored data

Cites Work

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• A Continuous Kiefer-Wolfowitz Procedure for Random Processes
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• Stochastic Estimation of the Maximum of a Regression Function
• Multidimensional Stochastic Approximation Methods
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