Asymptotic distribution of successive approximations by the Fabian modification of the Robbins-Monro algorithm in the case of many roots

zbMATH Open0692.62069MaRDI QIDQ583789FDOQ583789

Authors: Yu. M. Kaniovskij 

Publication date: 1989

Published in: Automation and Remote Control (Search for Journal in Brave)

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zbMATH Keywords

conditional limit distribution of normalized deviations of the successive approximationsFabian modification of the Robbins-Monro algorithmisolated stable zero of a regression function

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stochastic approximation (62L20)

Cited In (3)

• Asymptotic expansions of the Robbins-Monro process
• Fabian's algorithm in the theory of self-adjusting systems
• Title not available (Why is that?)

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