Almost sure approximation of the Robbins-Monro process by sums of independent random variables

DOI10.1214/AOP/1176995663MaRDI QIDQ1244965zbMATH OpenOpenAlexFDO

Authors Götz Kersting

Publication date 1977

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176995663

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Sample path properties (60G17) Special processes (60K99) Stochastic approximation (62L20)

Cited in

(12)

• Asymptotic behaviour of a class of stochastic approximation procedures
• Isotonic estimation in stochastic approximation
• Monte Carlo study of the -point for collapsing trees
• Weighted averaging and stochastic approximation
• Strong representation of an adaptive stochastic approximation procedure
• Stochastic approximation and the final value theorem
• Higher order representations of the Robbins--Monro process
• Stochastic approximation algorithms for superquantiles estimation
• On a stochastic approximation procedure based on averaging
• On an improved rate of convergence to normality for sums of dependent random variables with applications to stochastic approximation
• scientific article; zbMATH DE number 718744 (Why is no real title available?)
• Exact bounds for the rate of convergence in general stochastic approximation procedures

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