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  • 标题:Limit theorems for weighted sums and stochastic approximation processes
  • 本地全文:下载
  • 作者:T. L. Lai ; Herbert Robbins
  • 期刊名称:Proceedings of the National Academy of Sciences
  • 印刷版ISSN:0027-8424
  • 电子版ISSN:1091-6490
  • 出版年度:1978
  • 卷号:75
  • 期号:3
  • 页码:1068-1070
  • DOI:10.1073/pnas.75.3.1068
  • 语种:English
  • 出版社:The National Academy of Sciences of the United States of America
  • 摘要: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.
  • 关键词:martingale transforms ; strong law ; invariance principles ; iterated logarithm
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