An almost sure central limit theorem for stochastic approximation algorithms

DOI10.1006/jmva.1999.1830zbMath0951.62071OpenAlexW2076563962MaRDI QIDQ1808838

Mariane Pelletier

Publication date: 25 November 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1830

zbMATH Keywords

Lyapunov equationalmost sure central limit theoremalmost sure invariance principles

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stochastic approximation (62L20)

Related Items (3)

Sur quelques algorithmes récursifs pour les probabilités numériques ⋮ On the almost sure central limit theorem for ARX processes in adaptive tracking ⋮ On the almost sure central limit theorem for the elephant random walk

Cites Work

• A note on the almost sure central limit theorem
• Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
• Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing
• An almost sure central limit theorem for independent random variables
• On the almost sure asymptotic behaviour of stochastic algorithm
• Stochastic algorithms
• Asymptotic normality for a vector stochastic difference equation with applications in stochastic approximation
• On Strong Versions of the Central Limit Theorem
• An almost everywhere central limit theorem
• Stochastic Approximation and Large Deviations: Upper Bounds and <scp>w.p.1</scp> Convergence
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