Asymptotic normality for a vector stochastic difference equation with applications in stochastic approximation

DOI10.1006/jmva.1996.0024zbMath0848.60028OpenAlexW2067581647MaRDI QIDQ1915357

Yunmin Zhu

Publication date: 8 October 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a55c30879b1d28d0331574b07dc6a453815065a6

zbMATH Keywords

asymptotic normalitystochastic approximationstochastic difference equation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stochastic approximation (62L20)

Related Items (4)

Average Competitive Learning Vector Quantization ⋮ Central limit theorems for stochastic approximation with controlled Markov chain dynamics ⋮ An almost sure central limit theorem for stochastic approximation algorithms ⋮ A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space.

This page was built for publication: Asymptotic normality for a vector stochastic difference equation with applications in stochastic approximation