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Avtomatika i Telemekhanika, 1985, Issue 11, Pages 90–92 (Mi at7637)  
Adaptive Systems

One-sided convergence of the Robbins–Monro process

T. P. Krasulina

Leningrad
Full-text PDF (321 kB)
Abstract: A modified Robbins–Monro procedure for estimating the root of a regression function is discussed. Almost sure convergence is proved and the procedure coordinate is shown to exceed almost surely the root only a finite numper of times.

Received: 26.06.1984
Bibliographic databases:
Document Type: Article
UDC: 519.25
Language: Russian
Citation: T. P. Krasulina, “One-sided convergence of the Robbins–Monro process”, Avtomat. i Telemekh., 1985, no. 11, 90–92; Autom. Remote Control, 46 (1985), 1422–1424
Citation in format AMSBIB
\Bibitem{Kra85}
\by T.~P.~Krasulina
\paper One-sided convergence of the Robbins--Monro process
\jour Avtomat. i Telemekh.
\yr 1985
\issue 11
\pages 90--92
\mathnet{http://mi.mathnet.ru/at7637}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=815996}
\zmath{https://zbmath.org/?q=an:0637.62077}
\transl
\jour Autom. Remote Control
\yr 1985
\vol 46
\pages 1422--1424
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