Almost sure approximation of the Robbins-Monro process by sums of independent random variables

DOI10.1214/aop/1176995663zbMath0374.62082OpenAlexW2004829181MaRDI QIDQ1244965

Götz-Dietrich Kersting

Publication date: 1977

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995663

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Special processes (60K99) Stochastic approximation (62L20) Sample path properties (60G17)

Related Items (12)

Higher order representations of the Robbins--Monro process ⋮ Weighted averaging and stochastic approximation ⋮ Exact bounds for the rate of convergence in general stochastic approximation procedures ⋮ Stochastic approximation algorithms for superquantiles estimation ⋮ Isotonic estimation in stochastic approximation ⋮ Unnamed Item ⋮ Strong representation of an adaptive stochastic approximation procedure ⋮ Monte Carlo study of the \(\Theta\)-point for collapsing trees ⋮ Stochastic approximation and the final value theorem ⋮ On a stochastic approximation procedure based on averaging ⋮ On an improved rate of convergence to normality for sums of dependent random variables with applications to stochastic approximation ⋮ Asymptotic behaviour of a class of stochastic approximation procedures

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