On the almost sure asymptotic behaviour of stochastic algorithms

An introduction to probability theory and its applications

Journal of the Franklin Institute · 1958 · 30K citations

Natural Sciences, Mathematics, Probability Theory +11

Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds

Han-Fu Chen, Lei Guo, Ai-Jun Gao · Stochastic Processes and their Applications · 1987 · 119 citations

Computing, Computer Science, Mathematics +10

Adaptive Prediction by Least Squares Predictors in Stochastic Regression Models with Applications to Time Series

Ching-Zong Wei · The Annals of Statistics · 1987 · 114 citations · Full text

Computing, Data Science, Forecasting +16

Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing

Mariane Pelletier · The Annals of Applied Probability · 1998 · 74 citations · Full text

Computing, Computer Science, Algorithms +12

Almost Sure Approximations to the Robbins-Monro and Kiefer-Wolfowitz Processes with Dependent Noise

David Ruppert · The Annals of Probability · 1982 · 73 citations · Full text

Engineering, Mathematics, Financial Economics +13