On an improved rate of convergence to normality for sums of dependent random variables with applications to stochastic approximation
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Publication:3938952
DOI10.1007/BF01903580zbMath0481.60028MaRDI QIDQ3938952
Publication date: 1982
Published in: Acta Mathematica Academiae Scientiarum Hungaricae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01903580
60G42: Martingales with discrete parameter
60F05: Central limit and other weak theorems
62L20: Stochastic approximation
Cites Work
- Almost sure approximation of the Robbins-Monro process by sums of independent random variables
- Explicit bounds for the departure from normality of sums of dependent random variables
- On the rate of convergence to normality for sums of dependent random variables
- An Extension of the Robbins-Monro Procedure
- On the Departure from Normality of a Certain Class of Martingales
- Asymptotic Distribution of Stochastic Approximation Procedures