Normal approximation and large deviations for the Robbins-Monro Process

DOI10.1007/BF00532261MaRDI QIDQ5618127zbMATH OpenFDO

Authors Michael Woodroofe

Publication date 1972

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00532261

Mathematics Subject Classification ID

Large deviations (60F10)

Cites work

• A Stochastic Approximation Method
• scientific article; zbMATH DE number 3169854 (Why is no real title available?)
• scientific article; zbMATH DE number 3090543 (Why is no real title available?)
• On a Stochastic Approximation Method
• On Asymptotic Normality in Stochastic Approximation
• On Deviations of the Sample Mean

Cited in

(4)

• Conditional quantile sequential estimation for stochastic codes
• Asymptotic behavior for the Robbins-Monro process
• A limit theorem for the Robbins-Monro approximation
• Exponential bounds in stochastic approximation procedures

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