On martingale limit theory and strong convergence results for stochastic approximation procedures
type: Item
instance of: scholarly article
title: On martingale limit theory and strong convergence results for stochastic approximation procedures
zbMATH Open document ID: 0298.62022
DOI: 10.1016/0304-4149(74)90004-0
published in: Stochastic Processes and their Applications
publication date: 1974-01-01T00:00:00Z
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 3468145
author: Christopher C. Heyde
MaRDI profile type: Publication
full work available at URL: 0304-4149(74)90004-0
OpenAlex ID: W2078892142
cites work: Q3236106
cites work: On Asymptotic Normality in Stochastic Approximation
cites work: Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
cites work: Q3843987
cites work: Asymptotic Distribution of Stochastic Approximation Procedures
cites work: An Extension of the Robbins-Monro Procedure
cites work: Q4045476
description: scientific article; zbMATH DE number 3468145