The averaged Robbins-Monro method for linear problems in a Banach space
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Publication:2433968
DOI10.1007/s10959-006-0007-4zbMath1106.65047MaRDI QIDQ2433968
Publication date: 31 October 2006
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-006-0007-4
Banach space; central limit theorem; invariance principle; linear operator equation; strong consistency; linear problem; averaged stochastic approximation
65J10: Numerical solutions to equations with linear operators
47A50: Equations and inequalities involving linear operators, with vector unknowns
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Cites Work
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