Stochastic approximation with dependent disturbances. I
type: Item
instance of: scholarly article
title: Stochastic approximation with dependent disturbances. I
zbMATH Open document ID: 0644.62083
DOI: 10.1016/0898-1221(87)90067-8
publication date: 1987-01-01T00:00:00Z
review text: The author studies a generalization of the Robbins-Monro procedure when disturbances satisfy a law of large numbers (strong or week) and proves convergence of this stochastic approximation procedure (accordingly, almost surely or in probability). The proofs of results are based on properties of deterministic iterative procedures for seeking zeros of the system of nonlinear equations.
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 60F99
zbMATH DE Number: 4050807
zbMATH Keywords: dependent disturbances
zbMATH Keywords: Kronecker's lemma
zbMATH Keywords: majorized processes
zbMATH Keywords: almost sure convergence
zbMATH Keywords: convergence in probability
zbMATH Keywords: generalization of the Robbins-Monro procedure
zbMATH Keywords: law of large numbers
author: Paweł Jerzy Szabłowski
reviewed by: A. Novikov
MaRDI profile type: Publication
full work available at URL: 0898-1221(87)90067-8
OpenAlex ID: W2021418263
cites work: Generalized laws of large numbers and auxiliary results concerning stochastic approximation with dependent disturbances. II
cites work: Q4765883
cites work: Q5652137
cites work: Q5684887
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 4050807