Normal approximation and large deviations for the Robbins-Monro Process

DOI10.1007/BF00532261zbMath0215.25501MaRDI QIDQ5618127

Michael B. Woodroofe

Publication date: 1972

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

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (4)

A limit theorem for the Robbins-Monro approximation ⋮ Exponential bounds in stochastic approximation procedures ⋮ Asymptotic behavior for the Robbins–Monro process ⋮ Conditional quantile sequential estimation for stochastic codes

Cites Work

• On Deviations of the Sample Mean
• On Asymptotic Normality in Stochastic Approximation
• A Stochastic Approximation Method
• On a Stochastic Approximation Method
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