A Limit Theorem for Fluctuations

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Stochastic Approximation: A Dynamical Systems Viewpoint

Part of the book series: Texts and Readings in Mathematics ((TRIM,volume 48))

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Abstract

To motivate the results of this chapter, consider the classical strong law of large numbers: Let \(\{X_n\}\) be i.i.d. random variables with \(E\left[ X_n\right] = \mu , E\left[ X_n^2\right] < \infty \).

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Correspondence to Vivek S. Borkar .

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Borkar, V.S. (2023). A Limit Theorem for Fluctuations. In: Stochastic Approximation: A Dynamical Systems Viewpoint. Texts and Readings in Mathematics, vol 48. Springer, Singapore. https://doi.org/10.1007/978-981-99-8277-6_7

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