On fixed gain recursive estimators with discontinuity in the parameters
  In this paper we estimate the tracking error of a fixed gain stochastic approximation scheme. The underlying process is not assumed Markovian, a mixing condition is required instead. Furthermore, the updating function may be discontinuous in the parameter. 
Huy N. Chau, Chaman Kumar, Mikl\'os R\'asonyi, Sotirios Sabanis
math.PR