On a Class of Stochastic Approximation Processes

DOI10.1214/AOMS/1177728072zbMATH Open0075.13803OpenAlexW1998037741WikidataQ109324080 ScholiaQ109324080MaRDI QIDQ3240545FDOQ3240545

Donald L. Burkholder

Publication date: 1956

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177728072

zbMATH Keywords

Probability theory

Cited In (16)

• On a new stopping rule for stochastic approximation
• An adaptive robustizing approach to Kalman filtering
• Stopping times for stochastic approximation procedures
• Asymptotic behavior for the Robbins–Monro process
• Wear convergence of stochastic approximation processes with random indices
• A stopping rule for stochastic approximation
• On the almost sure convergence of a general stochastic approximation procedure
• Stochastic approximation models in estimating productivity
• Moderate deviations for a class of recursions
• Title not available (Why is that?)
• Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure
• Title not available (Why is that?)
• Stochastic approximation
• A Bayesian stochastic approximation method
• A random observation process for stochastic approximation
• Robustized recursive estimation with applications

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