Limit theorems for weighted sums and stochastic approximation processes.
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.
Lai
T L
TL
Department of Mathematical Statistics, Columbia University, New York, New York 10027.
Robbins
H
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