Abstract
The analysis of asymptotic behaviour of stochastic approximation procedures rests heavily on the use of martingale limit theory, although explicit recognition of this situation is notable for its absence in the literature. This point is emphasized and in illustration a martingale iterated logarithm result is used to obtain strong convergence results of iterated logarithm type for the basic Robbins–Monro and Kiefer–Wolfowitz procedures.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
