In this paper we study the Robbins–Monro procedure Xn+1 = Xn - an-1Yn with some fixed number a > 0 and establish the moderate deviation principle of the process {Xn}.

We give a characterization of pairs of weights for the validity of weighted inequalities involving certain generalized geometric mean operators generated by some Volterra integral operators, which include the Hardy averaging operator and the Riemann–Liouville integral operators. The estimations of the constants are also discussed. Our results generalize the work done by J. A. Cochran, C.-S. Lee, H. P. Heinig, B. Opic, P. Gurka, and L. Pick.

We study geometric moment contracting properties of nonlinear time series that are expressed in terms of iterated random functions. Under a Dini-continuity condition, a central limit theorem for additive functionals of such systems is established. The empirical processes of sample paths are shown to converge to Gaussian processes in the Skorokhod space. An exponential inequality is established. We present a bound for joint cumulants, which ensures the applicability of several asymptotic results in spectral analysis of time series. Our results provide a vehicle for statistical inferences for fractals and many nonlinear time series models.