Functional and random central limit theorems for the Robbins-Munro process
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(12)- Asymptotic behaviour of a class of stochastic approximation procedures
- Approximation of the initial reserve for known ruin probabilities
- Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure
- Strong representation of an adaptive stochastic approximation procedure
- Stochastic approximation and the final value theorem
- Asymptotic confidence regions of stochastic approximation procedures in Hilbert spaces
- Wear convergence of stochastic approximation processes with random indices
- Convergence of recursive procedures with a random response time
- On a new stopping rule for stochastic approximation
- An invariance principle for the Robbins-Monro process in a Hilbert space
- Online stochastic gradient descent on non-convex losses from high-dimensional inference
- High‐dimensional limit theorems for SGD: Effective dynamics and critical scaling
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