Non-standard limit theorems for urn models and stochastic approximation procedures

DOI10.1080/15326349508807332zbMath0823.62068OpenAlexW2072287217WikidataQ59255174 ScholiaQ59255174MaRDI QIDQ4327111

Georg Ch. Pflug, Yuri M. Kaniovski

Publication date: 4 April 1995

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: http://pure.iiasa.ac.at/id/eprint/4466/1/RR-95-08.pdf

zbMATH Keywords

smoothnessmultiple rootsRobbins-Monro stochastic approximation proceduregeneralized urn schemelimit behavior of adaptive processesnon-infinitely divisiblenon-standard limit theoremsnondifferentiable regression functions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic approximation (62L20)

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