Bulletin de la Société Royale des Sciences de Liège

0037-9565 1783-5720

 

since 05 February 2011 :
View(s): 319 (1 ULiège)
Download(s): 621 (4 ULiège)
print        
Abdelnasser Dahmani & Ahmed Ait Saidi

CONSISTENCY OF ROBBINS MONRO’S ALGORITHM WITHIN A MIXING FRAMEWORK

(Volume 79 - Année 2010)
Article
Open Access
Mots-clés : stochastic approximation, convergence rate, mixing

Abstract

This work is devoted to the study of the consistency, of Robbins-Monro’s algorithm under strong mixing assumption.

1AMS : 62F12, 62L20, 62J05

To cite this article

Abdelnasser Dahmani & Ahmed Ait Saidi, «CONSISTENCY OF ROBBINS MONRO’S ALGORITHM WITHIN A MIXING FRAMEWORK», Bulletin de la Société Royale des Sciences de Liège [En ligne], Volume 79 - Année 2010, 131 - 140 URL : https://popups.uliege.be/0037-9565/index.php?id=2386.

About: Abdelnasser Dahmani

Laboratory of Applied Mathematics, University of Bejaia, Algeria, a_dahmani@yahoo.fr

About: Ahmed Ait Saidi

Laboratory of Applied Mathematics, University of Bejaia, Algeria