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On H-valued Robbins-Monro processes


  • Yin, G.
  • Zhu, Y. M.


The Robbins-Monto processes in a Hilbert space are considered in this work. A nonlinear mapping f is treated instead of the usual linearity assumption. A modified process with varying truncations is analyzed, and asymptotic properties are investigated. Convergence as well as necessary and sufficient conditions are obtained. In addition, the rate of convergence issue is discussed.

Suggested Citation

  • Yin, G. & Zhu, Y. M., 1990. "On H-valued Robbins-Monro processes," Journal of Multivariate Analysis, Elsevier, vol. 34(1), pages 116-140, July.
  • Handle: RePEc:eee:jmvana:v:34:y:1990:i:1:p:116-140

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    Cited by:

    1. Chen Xiaohong & White Halbert, 2002. "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-55, April.


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