Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
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Publication:1164357
DOI10.1214/aop/1176993921zbMath0485.62083OpenAlexW2039447399MaRDI QIDQ1164357
Publication date: 1982
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993921
Strong limit theorems (60F15) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17) Sequential estimation (62L12)
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