Functional and random central limit theorems for the Robbins-Munro process
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Publication:4127822
DOI10.2307/3212676zbMath0356.62066OpenAlexW4240234826MaRDI QIDQ4127822
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
Related Items (12)
On a new stopping rule for stochastic approximation ⋮ Wear convergence of stochastic approximation processes with random indices ⋮ Approximation of the initial reserve for known ruin probabilities ⋮ Convergence of recursive procedures with a random response time ⋮ Asymptotic confidence regions of stochastic approximation procedures in Hilbert spaces ⋮ Unnamed Item ⋮ High‐dimensional limit theorems for SGD: Effective dynamics and critical scaling ⋮ Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure ⋮ An invariance principle for the Robbins-Monro process in a Hilbert space ⋮ Strong representation of an adaptive stochastic approximation procedure ⋮ Stochastic approximation and the final value theorem ⋮ Asymptotic behaviour of a class of stochastic approximation procedures
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