Generalized laws of large numbers and auxiliary results concerning stochastic approximation with dependent disturbances. II (Q1102675): Difference between revisions
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| English | Generalized laws of large numbers and auxiliary results concerning stochastic approximation with dependent disturbances. II |
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Generalized laws of large numbers and auxiliary results concerning stochastic approximation with dependent disturbances. II (English)
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1987
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This second part of the author's paper reviewed above, Zbl 0644.62083, contains proofs of some auxiliary results. The main theorem concerns convergence of so called M-processes (majorized processes) and in fact is a generalization of the well-known Kronecker's lemma but with necessary and sufficient conditions.
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generalized laws of large numbers
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dependent disturbances
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almost sure convergence
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majorized processes
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Kronecker's lemma
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necessary and sufficient conditions
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