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

MaRDI QIDQ583789zbMATH OpenFDO

Authors Yu. M. Kaniovskij

Publication date 1989

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

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)

Recommendations

• scientific article; zbMATH DE number 3924080
• scientific article; zbMATH DE number 4124838
• scientific article; zbMATH DE number 4186924
• scientific article; zbMATH DE number 4133352
• Fabian's algorithm in the theory of self-adjusting systems

Cited in

(3)

• Asymptotic expansions of the Robbins-Monro process
• Fabian's algorithm in the theory of self-adjusting systems
• scientific article; zbMATH DE number 4124838 (Why is no real title available?)

This page was built for publication: Asymptotic distribution of successive approximations by the Fabian modification of the Robbins-Monro algorithm in the case of many roots

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q583789)