Stochastic approximation and the final value theorem (Q1836247): Difference between revisions

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+On martingale limit theory and strong convergence results for stochastic approximation procedures
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+Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
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+Q4057947
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+Almost sure approximation of the Robbins-Monro process by sums of independent random variables
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+Rates of Convergence for Sequential Monte Carlo Optimization Methods
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+Q4070067
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+A limit theorem for the Robbins-Monro approximation
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+Dependent central limit theorems and invariance principles
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+Functional and random central limit theorems for the Robbins-Munro process
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+Q4114574
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+Asymptotic Distribution of Stochastic Approximation Procedures
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+Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
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+Time series recursions and stochastic approximation
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+An Extension of the Robbins-Monro Procedure
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+An invariance principle for the Robbins-Monro process in a Hilbert space
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