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  • Search: subject:"1\] strong theorems invariance principles Gaussian process Brownian motion in C\[0"
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1] initial value problem 1 1] martingales in D[0 1 1] strong theorems invariance principles Gaussian process Brownian motion in C[0 1 Robbins-Monro process in D[0 1
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Walk, H. 1
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Journal of Multivariate Analysis 1
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Martingales and the Robbins-Monro procedure in D[0, 1]
Walk, H. - In: Journal of Multivariate Analysis 8 (1978) 3, pp. 430-452
The Robbins-Monro procedure for recursive estimation of a zero point of a regression function f is investigated for the case f defined on and with values in the space D[0, 1] of real-valued functions on [0, 1] that are right-continuous and have left-hand limits, endowed with Skorohod's...
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