scientific article; zbMATH DE number 597683

MaRDI QIDQ4298747zbMATH OpenFDO

Authors Jean-Marie Monnez

Publication date 22 August 1994

zbMATH Keywords

\(M\)-symmetric matrixa.s. convergenceconvergence in directioneigenvalueseigenvectorsfactor analysismartingale techniqueprocesses of Robbins- Monro type

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Stochastic approximation (62L20)

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(5)

• On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix
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