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

DOI10.2307/3212676zbMATH Open0356.62066OpenAlexW4240234826MaRDI QIDQ4127822FDOQ4127822

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)

• Approximation of the initial reserve for known ruin probabilities
• On a new stopping rule for stochastic approximation
• Asymptotic behaviour of a class of stochastic approximation procedures
• Title not available (Why is that?)
• Asymptotic confidence regions of stochastic approximation procedures in Hilbert spaces
• High‐dimensional limit theorems for SGD: Effective dynamics and critical scaling
• Wear convergence of stochastic approximation processes with random indices
• An invariance principle for the Robbins-Monro process in a Hilbert space
• Stochastic approximation and the final value theorem
• Convergence of recursive procedures with a random response time
• Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure
• Strong representation of an adaptive stochastic approximation procedure

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