On the convergence of moments in the almost sure central limit theorem for stochastic approximation algorithms

DOI10.1051/ps/2011155zbMath1290.60019OpenAlexW2030084591MaRDI QIDQ5408466

Peggy Cénac

Publication date: 10 April 2014

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2011155

zbMATH Keywords

momentsalmost sure central limit theoremmartingale transformsstochastic approximation algorithms

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stochastic approximation (62L20)

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