About Gaussian schemes in stochastic approximation

DOI10.1016/0304-4149(94)90150-3zbMath0796.62069MaRDI QIDQ1318334

Alain Le Breton

Publication date: 27 April 1994

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90150-3

zbMATH Keywords

weak convergence; quadratic functionals; rates of convergence; almost sure convergence; strong consistency; costs; error process; asymptotic properties of functions of finite variation; limit theorems on Gaussian martingales; Robbins Monro algorithm

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

62L20: Stochastic approximation

60G44: Martingales with continuous parameter

Related Items

Some results about averaging in stochastic approximation, Semimartingale stochastic approximation procedure and recursive estimation, The Robbins-Monro type stochastic differential equations. III. Polyak's averaging

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate adaptive stochastic approximation
• Adaptive design and stochastic approximation
• New method of stochastic approximation type
• Stochastic approximation methods for constrained and unconstrained systems
• Asymptotic Properties of Distributed and Communicating Stochastic Approximation Algorithms
• Stochastic approximation algorithms for parallel and distributed processing
• Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes
• On extensions of Polyak's averaging approach to stochastic approximation
• Consistent statistical estimation in semimartingale models of stochastic approximation
• A Stochastic Approximation Method