On the Convergence of the Dynamic Continuous Robbins - Monro Procedure | ||
| The Egyptian Statistical Journal | ||
| Article 1, Volume 37, Issue 2, December 1993, Pages 178-189 PDF (3.39 M) | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.1993.314838 | ||
| 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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