The Averaged Robbins – Monro Method for Linear Problems in a Banach Space
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DOI: 10.1007/s10959-006-0007-4
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References listed on IDEAS
- Walk H., 1988. "Limit Behaviour Of Stochastic Approximation Processes," Statistics & Risk Modeling, De Gruyter, vol. 6(1-2), pages 109-128, February.
- Kuelbs, J., 1973. "The invariance principle for Banach space valued random variables," Journal of Multivariate Analysis, Elsevier, vol. 3(2), pages 161-172, June.
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Keywords
Averaged stochastic approximation in $$mathbb{B}$$; linear problem; strong consistency; central limit theorem; invariance principle;All these keywords.
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