Limit theorems for weighted sums and stochastic approximation processes
- 1 March 1978
- journal article
- Published by Proceedings of the National Academy of Sciences in Proceedings of the National Academy of Sciences
- Vol. 75 (3) , 1068-1070
- https://doi.org/10.1073/pnas.75.3.1068
Abstract
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.Keywords
This publication has 1 reference indexed in Scilit:
- Adaptive design in regression and controlProceedings of the National Academy of Sciences, 1978