Weighted means of processes in stochastic approximation (Q1919752)

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scientific article; zbMATH DE number 909707
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    Weighted means of processes in stochastic approximation
    scientific article; zbMATH DE number 909707

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      Weighted means of processes in stochastic approximation (English)
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      23 March 1997
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      acceleration by weighted averaging
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      weak invariance principles in Banach spaces
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      consistency
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      speed of convergence
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      optimal variance
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      multivariate Kiefer-Wolfowitz procedure
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      recursive probability density estimation
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      initial value problem
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