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General multilevel adaptations for stochastic approximation algorithms II: CLTs

Dereich, Steffen

Research article (journal) | Peer reviewed

Details about the publication

Journal: Stochastic Processes and their Applications (Stochastic Process. Appl)
Volume: 132
Status: Published
Release year: 2021
DOI: 10.1016/j.spa.2020.11.001
Keywords: Stochastic approximation; Multilevel Monte Carlo; Ruppert-Polyak average; Central limit theorem; Stable convergence

Authors from the University of Münster

Dereich, Steffen
Professorship for Theory of Probability (Prof. Dereich)