Functional and random central limit theorems for the Robbins-Munro process-Reference-Cited by-同舟云学术

Functional and random central limit theorems for the Robbins-Munro process

Published:1976-03 Issue:1 Volume:13 Page:148-154
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

McLeish D. L.

Abstract

A functional central limit theorem extending the central limit theorem of Chung (1954) for the Robbins–Munro procedure is proved. It is shown that the asymptotic normality is preserved under certain random stopping rules.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

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3. Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$

4. Functional central limit theorems for processes with positive drift and their inverses

5. An Extension of the Robbins-Monro Procedure

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