A weak convergence theorem with application to the Robbins-Monro process

DOI10.1214/aop/1176995390zbMath0405.60019OpenAlexW2089964852MaRDI QIDQ1257283

Götz-Dietrich Kersting

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1214/aop/1176995390

zbMATH Keywords

Central Limit TheoremAsymptotic DistributionCoupling-ArgumentRobBins-Monro-Procedure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic approximation (62L20)

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