IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v34y1990i1p116-140.html
   My bibliography  Save this article

On H-valued Robbins-Monro processes

Author

Listed:
  • Yin, G.
  • Zhu, Y. M.

Abstract

The Robbins-Monto processes in a Hilbert space are considered in this work. A nonlinear mapping f is treated instead of the usual linearity assumption. A modified process with varying truncations is analyzed, and asymptotic properties are investigated. Convergence as well as necessary and sufficient conditions are obtained. In addition, the rate of convergence issue is discussed.

Suggested Citation

  • Yin, G. & Zhu, Y. M., 1990. "On H-valued Robbins-Monro processes," Journal of Multivariate Analysis, Elsevier, vol. 34(1), pages 116-140, July.
    • Handle: RePEc:eee:jmvana:v:34:y:1990:i:1:p:116-140
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(90)90064-O
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Chen Xiaohong & White Halbert, 2002. "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-55, April.
    2. Kengy Barty & Jean-Sébastien Roy & Cyrille Strugarek, 2007. "Hilbert-Valued Perturbed Subgradient Algorithms," Mathematics of Operations Research, INFORMS, vol. 32(3), pages 551-562, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:34:y:1990:i:1:p:116-140. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.