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Limit theorems for weighted sums and stochastic approximation processes

By establishing certain limit theorems for martingale transforms and weighted sums, a Marcinkiewicz—Zygmund strong law together with weak and strong invariance principles is developed for stochastic approximation processes, under minimal conditions on the errors.

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Detalhes bibliográficos
Publicado no:Proc Natl Acad Sci U S A
Main Authors: Lai, T. L., Robbins, Herbert
Formato: Artigo
Idioma:Inglês
Publicado em: National Academy of Sciences 1978
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.govhttps://pmc.ncbi.nlm.nih.gov/articles/PMC411409/
https://ncbi.nlm.nih.govhttps://pubmed.ncbi.nlm.nih.gov/16592509/
https://ncbi.nlm.nih.govhttps://doi.org/10.1073/pnas.75.3.1068
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