On H-valued Robbins-Monro processes
type: Item
instance of: scholarly article
title: On H-valued Robbins-Monro processes
zbMATH Open document ID: 0702.62076
DOI: 10.1016/0047-259X(90)90064-O
published in: Journal of Multivariate Analysis
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 60B12
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 4151659
zbMATH Keywords: Robbins-Monro processes
zbMATH Keywords: Hilbert space
zbMATH Keywords: nonlinear mapping
zbMATH Keywords: varying truncation
zbMATH Keywords: asymptotic properties
zbMATH Keywords: necessary and sufficient conditions
zbMATH Keywords: rate of convergence
author: G. Yin
author: Yunmin Zhu
MaRDI profile type: Publication
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cites work: An invariance principle for the Robbins-Monro process in a Hilbert space
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cites work: Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
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cites work: On the rate of convergence of the Robbins-Monro method
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cites work: Asymptotic Properties of Stochastic Approximations with Constant Coefficients
cites work: A stopping rule for the Robbins-Monro method
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description: scientific article; zbMATH DE number 4151659