An almost sure invariance principle for stochastic approximation procedures in linear filtering theory
type: Item
instance of: scholarly article
title: An almost sure invariance principle for stochastic approximation procedures in linear filtering theory
zbMATH Open document ID: 0877.62078
author: Erich Berger
published in: The Annals of Applied Probability
publication date: 1997-08-25T00:00:00Z
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 1051771
zbMATH Keywords: almost sure invariance principles
zbMATH Keywords: linear filtering
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1034625339
OpenAlex ID: W1980654622
cites work: Asymptotic behaviour of a class of stochastic approximation procedures
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cites work: Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data
cites work: On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables
cites work: Q3947009
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cites work: An invariance principle for the law of the iterated logarithm
cites work: An invariance principle for the Robbins-Monro process in a Hilbert space
cites work: Q3852875
cites work: Q3821437
cites work: Convergence of the Robbins-Monro method for linear problems in a Banach space
DOI: 10.1214/AOAP/1034625339
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description: scientific article; zbMATH DE number 1051771