# Applications of a Kushner and Clark lemma to general classes of stochastic algorithms

@article{Metivier1984ApplicationsOA,
title={Applications of a Kushner and Clark lemma to general classes of stochastic algorithms},
author={M. Metivier and P. Priouret},
journal={IEEE Trans. Information Theory},
year={1984},
volume={30},
pages={140-150}
}
Two general classes of stochastic algorithms are considered, including algorithms considered by Ljung as well as algorithms of the form \theta_{n+1} = \theta_{n} - \gamma_{n+1} V_{n+1}(\theta_{n}, Z) , where Z is a stationary ergodic process. It is shown how one can apply a lemma of Kushner and Clark to obtain properties of these algorithms. This is done by using in particular Martingale arguments in the generalized Ljung case. In these various situations the convergence is obtained by the… CONTINUE READING

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