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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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Bibliografiske detaljer
Main Authors: Lai, T. L., Robbins, Herbert
Format: Artigo
Sprog:Inglês
Udgivet: 1978
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC411409/
https://ncbi.nlm.nih.gov/pubmed/16592509
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