On the rate of convergence of the Robbins–Monro's algorithm in a linear stochastic ill-posed problem with α-mixing data (Q5349193)
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scientific article; zbMATH DE number 6763686
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English | On the rate of convergence of the Robbins–Monro's algorithm in a linear stochastic ill-posed problem with α-mixing data |
scientific article; zbMATH DE number 6763686 |
Statements
On the rate of convergence of the Robbins–Monro's algorithm in a linear stochastic ill-posed problem with α-mixing data (English)
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23 August 2017
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ill-posed problems
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stochastic approximation
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\(\alpha\)-mixing
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