A Stochastic Approximation Procedure in the Case of Weakly Dependent Observations

DOI10.1137/1124003zbMath0438.62068OpenAlexW2024661569MaRDI QIDQ3880130

A. N. Borodin

Publication date: 1979

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1124003

zbMATH Keywords

asymptotic normalityRobbins-Monro procedureconvergence of momentsweakly dependent observations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stochastic approximation (62L20) (L^p)-limit theorems (60F25)

Related Items (3)

Asymptotic behaviour of a class of stochastic approximation procedures ⋮ A stochastic approximation from dependent observations ⋮ Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour

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