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 | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1993.314838 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| El Sayed Sorour | ||||
| 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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Statistics Article View: 18 |
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