General multilevel adaptations for stochastic approximation algorithms. II: CLTs

DOI10.1016/j.spa.2020.11.001zbMath1460.62135arXiv1912.08130OpenAlexW3107024012MaRDI QIDQ1994904

Steffen Dereich

Publication date: 18 February 2021

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

Full work available at URL: https://arxiv.org/abs/1912.08130

zbMATH Keywords

stochastic approximationstable convergencemultilevel Monte Carlocentral limit theorem (CLT)Ruppert-Polyak average

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Stochastic approximation (62L20)

Related Items (3)

Central limit theorems for stochastic gradient descent with averaging for stable manifolds ⋮ Multi-index antithetic stochastic gradient algorithm ⋮ Robbins-Monro algorithm with \(\psi\)-mixing random errors

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