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

DOI10.1016/0304-4149(74)90004-0MaRDI QIDQ1214728zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3121164 (Why is no real title available?)
• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 3459735 (Why is no real title available?)
• An Extension of the Robbins-Monro Procedure
• Asymptotic Distribution of Stochastic Approximation Procedures
• Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
• On Asymptotic Normality in Stochastic Approximation

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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