Almost sure convergence for the Robbins-Monro process

DOI10.1214/AOP/1176995934MaRDI QIDQ1235485zbMATH OpenOpenAlexFDO

Authors C. A. Goodsell, D. L. Hanson

Publication date 1976

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

Full work available at URL https://doi.org/10.1214/aop/1176995934

Mathematics Subject Classification ID

Stochastic processes (60G99) Asymptotic distribution theory in statistics (62E20) Stochastic approximation (62L20)

Cited in

(4)

• A new sequential design based on the Robbins-Monro procedure
• Isotonic estimation in stochastic approximation
• A new sequential approximation method
• On the almost sure convergence of a general stochastic approximation procedure

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