Strong representation of an adaptive stochastic approximation procedure

DOI10.1016/0304-4149(86)90019-0zbMath0614.62107OpenAlexW2041475310MaRDI QIDQ1819871

Rainer Schwabe

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90019-0

zbMATH Keywords

martingale difference sequenceRobbins-Monro processweakly dependent noiserandom step lengthstrong representation by weighted averages of the error termsVenter's adaptive procedure

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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