An ABS algorithm for a class of systems of stochastic linear equations

Abstract: This paper is to explore a model of the ABS Algorithms dealing with the solution of a class of systems of linear stochastic equations

A x i = e t a

when

e t a

is a

m

-dimensional normal distribution. It is shown that the stepsize

a l p h a_{i}

is distributed as

N (u_{i}, s i g m a_{i})

(being

u_{i}

the expected value of

a l p h a_{i}

and

s i g m a_{i}

its variance) and the approximation to the solutions

x i_{i}

is distributed as

N_{n} (U_{i}, S i g m a_{i})

(being

U_{i}

the expected value of

x i_{i}

and

S i g m a_{i}

its variance), for this algorithm model.

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