Functional and random central limit theorems for the Robbins-Munro process

DOI10.2307/3212676MaRDI QIDQ4127822zbMATH OpenOpenAlexFDO

Authors Donald L. McLeish

Publication date 1976

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212676

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cited in

(12)

• Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure
• Wear convergence of stochastic approximation processes with random indices
• Strong representation of an adaptive stochastic approximation procedure
• High‐dimensional limit theorems for SGD: Effective dynamics and critical scaling
• An invariance principle for the Robbins-Monro process in a Hilbert space
• Asymptotic confidence regions of stochastic approximation procedures in Hilbert spaces
• On a new stopping rule for stochastic approximation
• scientific article; zbMATH DE number 7370623 (Why is no real title available?)
• Convergence of recursive procedures with a random response time
• Stochastic approximation and the final value theorem
• Approximation of the initial reserve for known ruin probabilities
• Asymptotic behaviour of a class of stochastic approximation procedures

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