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Almost sure convergence and asymptotical normality of a generalization of Kesten's stochastic approximation algorithm for multidimensional case
Kesten's stochastic approximation algorithm multidimensional
2011/6/20
It is shown the almost sure convergence and asymptotical normality of a generalization of
Kesten's stochastic approximation algorithm for multidimensional case.
In this generalization, the step incr...