Literature DB >> 16592509

Limit theorems for weighted sums and stochastic approximation processes.

T L Lai1, H Robbins.   

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.

Year:  1978        PMID： 16592509      PMCID： PMC411409          DOI： 10.1073/pnas.75.3.1068

Source DB:  PubMed          Journal:  Proc Natl Acad Sci U S A        ISSN： 0027-8424            Impact factor:   11.205


  1 in total

1.  Adaptive design in regression and control.

Authors:  T L Lai; H Robbins
Journal:  Proc Natl Acad Sci U S A       Date:  1978-02       Impact factor: 11.205
  1 in total
  1 in total

1.  Local convergence theorems for adaptive stochastic approximation schemes.

Authors:  T L Lai; H Robbins
Journal:  Proc Natl Acad Sci U S A       Date:  1979-07       Impact factor: 11.205
  1 in total

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