{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q799302","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q799302","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q799302","kernelVersion":"v1","immutable":true,"modified":"2026-01-05T18:41:31Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q799302","name":"An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space","headline":"An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space","description":"scientific article; zbMATH DE number 3874322","url":"https://portal.mardi4nfdi.de/entity/Q799302","datePublished":"1984-00-00","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q799300"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q57672"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1016/0047-259X(84)90030-7","url":"https://doi.org/10.1016/0047-259X(84)90030-7"},"sameAs":["https://doi.org/10.1016/0047-259X(84)90030-7"],"comment":"For the application of the classical Robbins-Monro stochastic approximation procedure in an infinite dimensional Hilbert space H a modified procedure which works in finite dimensional subspaces of growing dimension is proposed, viz. \\(X_{n+1}=X_ n-(1/n)\\phi_ n(f(X_ n)- V_ n)\\) where f:\\(H\\to H\\) is a regression function, \\(V_ n\\), \\(n\\in {\\mathbb{N}}\\), are H-valued random elements, \\(\\phi_ n\\), \\(n\\in {\\mathbb{N}}\\), are projections from H onto \\(L_ n\\), \\(L_ 1\\subset L_ 2..\\). are finite dimensional subspaces of H.    The invariance principle for this procedure is given. Two applications are considered - estimation of the expectation of a stochastic process and estimation of a conditional expectation.","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q5681903"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5568862"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1215485"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3959998"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5825431"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4110499"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3852875"}]},"provenance":{"prov:generatedAtTime":"2026-01-05T18:41:31Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}