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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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Dades bibliogràfiques
Autors principals: Lai, T. L., Robbins, Herbert
Format: Artigo
Idioma:Inglês
Publicat: 1978
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC411409/
https://ncbi.nlm.nih.gov/pubmed/16592509
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