Stochastic approximation with dependent disturbances. I (Q1102674)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4050807
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic approximation with dependent disturbances. I |
scientific article; zbMATH DE number 4050807 |
Statements
Stochastic approximation with dependent disturbances. I (English)
0 references
1987
0 references
The author studies a generalization of the Robbins-Monro procedure when disturbances satisfy a law of large numbers (strong or week) and proves convergence of this stochastic approximation procedure (accordingly, almost surely or in probability). The proofs of results are based on properties of deterministic iterative procedures for seeking zeros of the system of nonlinear equations.
0 references
dependent disturbances
0 references
Kronecker's lemma
0 references
majorized processes
0 references
almost sure convergence
0 references
convergence in probability
0 references
generalization of the Robbins-Monro procedure
0 references
law of large numbers
0 references
0.894721269607544
0 references
