|
Avtomatika i Telemekhanika, 1989, Issue 4, Pages 124–127
(Mi at6258)
|
|
|
|
Adaptive Systems
On asymptotic distribution of successive approximations of the Fabian-modified Robbins — Monro algorithm in the multiroot case
Yu. M. Kaniovskii Kiev
Abstract:
A process is described whereby the Fabian modification of the Robbins — Monro algorithm successively approaches an isolated stable root of the regression function. A conditional limit distribution is determined of normalized deflections of the successive approximations from this root provided that the process converges to it.
Received: 29.06.1987
Citation:
Yu. M. Kaniovskii, “On asymptotic distribution of successive approximations of the Fabian-modified Robbins — Monro algorithm in the multiroot case”, Avtomat. i Telemekh., 1989, no. 4, 124–127; Autom. Remote Control, 50:4 (1989), 529–531
Linking options:
https://www.mathnet.ru/eng/at6258 https://www.mathnet.ru/eng/at/y1989/i4/p124
|
|