On martingale limit theory and strong convergence results for stochastic approximation procedures

DOI10.1016/0304-4149(74)90004-0zbMATH Open0298.62022OpenAlexW2078892142MaRDI QIDQ1214728FDOQ1214728

Authors: Christopher C. Heyde 

Publication date: 1974

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(74)90004-0

Mathematics Subject Classification ID

Stochastic approximation (62L20) Strong limit theorems (60F15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On Asymptotic Normality in Stochastic Approximation
• An Extension of the Robbins-Monro Procedure
• Asymptotic Distribution of Stochastic Approximation Procedures
• Title not available (Why is that?)
• Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments

Cited In (6)

• On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables
• Asymptotic behaviour of a class of stochastic approximation procedures
• Stetige stochastische Approximation
• Exact bounds for the rate of convergence in general stochastic approximation procedures
• Stochastic approximation and the final value theorem
• Strong representation of an adaptive stochastic approximation procedure

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