About Gaussian schemes in stochastic approximation

DOI10.1016/0304-4149(94)90150-3zbMath0796.62069OpenAlexW1986245442MaRDI 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 convergencequadratic functionalsrates of convergencealmost sure convergencestrong consistencycostserror processasymptotic properties of functions of finite variationlimit theorems on Gaussian martingalesRobbins Monro algorithm

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stochastic approximation (62L20) Martingales with continuous parameter (60G44)

Related Items (4)

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 ⋮ Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales

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