Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise

DOI10.1214/AOP/1176993921zbMath0485.62083OpenAlexW2039447399MaRDI QIDQ1164357

David Ruppert

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993921

zbMATH Keywords

Brownian motionlaw of iterated logarithmdependent random variablesalmost sure invariance principle

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17) Sequential estimation (62L12)

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