The averaged Robbins-Monro method for linear problems in a Banach space

DOI10.1007/s10959-006-0007-4zbMath1106.65047OpenAlexW2040576185MaRDI QIDQ2433968

Jürgen Dippon, Harro Walk

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

zbMATH Keywords

Banach spacecentral limit theoreminvariance principlelinear operator equationstrong consistencylinear problemaveraged stochastic approximation

Mathematics Subject Classification ID

Numerical solutions to equations with linear operators (65J10) Equations and inequalities involving linear operators, with vector unknowns (47A50)

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