On the Convergence of the Dynamic Continuous Robbins - Monro Procedure | ||||
The Egyptian Statistical Journal | ||||
Article 1, Volume 37, Issue 2, December 1993, Page 178-189 PDF (3.39 MB) | ||||
Document Type: Original Article | ||||
DOI: 10.21608/esju.1993.314838 | ||||
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Author | ||||
El Sayed Sorour* | ||||
Dep. of Mathematics, Military Technical College, | ||||
Abstract | ||||
The proving methods developed in the book of Nevelson and Hasminsky [6] are utilized to prove the convergence with probability one and in the mean square of the multidimensional continuous dynamic Robbins-Monro procedure, under assumptions similar to those usually made in the theory stochastic approximation. | ||||
Keywords | ||||
Multidimensional Robins; Monro Continuous Stochastic; Approximation procedures | ||||
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