On the asymptotic behaviour of linear learning processes with partial forgetting

DOI10.1007/BF01299707zbMath0799.93061MaRDI QIDQ1330971

Harro Walk

Publication date: 10 August 1994

Published in: Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/178649

zbMATH Keywords

stochastic differential equationstochastic approximationdistributional invariance principle

Mathematics Subject Classification ID

Stochastic learning and adaptive control (93E35) Ordinary differential equations and systems with randomness (34F05) Functional limit theorems; invariance principles (60F17) Sequential estimation (62L12)

Cites Work

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• The invariance principle for Banach space valued random variables
• Learning Procedures and Convergence to Rationality
• Rational Expectations Equilibria, Learning, and Model Specification
• The Law of the Iterated Logarithm for Brownian Motion in a Banach Space

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