A stochastic approximation from dependent observations

DOI10.1007/BF00538802zbMath0488.62061MaRDI QIDQ3949838

Masafumi Watanabe

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

rate of convergencealmost sure convergencestability conditionmeasurement errorsboundedness condition2r-th mean convergencemixing type conditionmultidimensional Robbins- Monro procedure

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Related Items (1)

Asymptotic behaviour of a class of stochastic approximation procedures

Cites Work

• Stochastic approximation methods for constrained and unconstrained systems
• Stochastic approximation from ergodic sample for linear regression
• A Stochastic Approximation Procedure in the Case of Weakly Dependent Observations
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