Wear convergence of stochastic approximation processes with random indices

DOI10.1080/07474948508836072MaRDI QIDQ3709699zbMATH OpenOpenAlexFDO

Authors Edward W. Frees

Publication date 1985

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948508836072

zbMATH Keywords

indices of a general stochastic approximation processKiefer-Wolfowitz processesmode estimationoptimal recursive estimatorRobbins-Monrosequential fixed-width bounded length confidence intervalstopping timesstrong approximations

Mathematics Subject Classification ID

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

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Cites work

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• Weak convergence with random indices

Cited in

(5)

• Optimizing costs of age replacement policies
• Approximation of the initial reserve for known ruin probabilities
• Weak convergence of stochastic processes indexed by smooth functions
• Confidence intervals from stochastic approximation
• scientific article; zbMATH DE number 3917350 (Why is no real title available?)

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