Sorour, E. (1993). On the Convergence of the Dynamic Continuous Robbins - Monro Procedure. test, 37(2), 178-189. doi: 10.21608/esju.1993.314838
El Sayed Sorour. "On the Convergence of the Dynamic Continuous Robbins - Monro Procedure". test, 37, 2, 1993, 178-189. doi: 10.21608/esju.1993.314838
Sorour, E. (1993). 'On the Convergence of the Dynamic Continuous Robbins - Monro Procedure', test, 37(2), pp. 178-189. doi: 10.21608/esju.1993.314838
Sorour, E. On the Convergence of the Dynamic Continuous Robbins - Monro Procedure. test, 1993; 37(2): 178-189. doi: 10.21608/esju.1993.314838

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
Document Type: Original Article
DOI: 10.21608/esju.1993.314838
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
Statistics
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