On an improved rate of convergence to normality for sums of dependent random variables with applications to stochastic approximation

DOI10.1007/BF01903580zbMath0481.60028OpenAlexW2038608670MaRDI QIDQ3938952

H. G. Mukherjee

Publication date: 1982

Published in: Acta Mathematica Academiae Scientiarum Hungaricae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01903580

zbMATH Keywords

dependent variableserror bounds in central limit theorem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stochastic approximation (62L20)

Cites Work

• Almost sure approximation of the Robbins-Monro process by sums of independent random variables
• Explicit bounds for the departure from normality of sums of dependent random variables
• On the rate of convergence to normality for sums of dependent random variables
• An Extension of the Robbins-Monro Procedure
• On the Departure from Normality of a Certain Class of Martingales
• Asymptotic Distribution of Stochastic Approximation Procedures

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