On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables
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Publication:1356608
DOI10.1007/BF02214252zbMath0878.60029OpenAlexW1968530297MaRDI QIDQ1356608
Publication date: 18 December 1997
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02214252
stochastic approximationdependent random variablesrecursive algorithmsalmost sure invariance principles
Related Items (8)
On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables ⋮ An almost sure invariance principle for stochastic approximation procedures in linear filtering theory ⋮ Strong approximation for cross-covariances of linear variables with long-range dependence ⋮ On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes ⋮ A strong law of large numbers for super-stable processes ⋮ Convergence rates for residual branching particle filters ⋮ On tightness of probability measures on Skorokhod spaces ⋮ Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms
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