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

Published online by Cambridge University Press:  14 July 2016

D. L. McLeish*
Affiliation:
York University, Downsview, Ontario

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.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1976 

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