On the rate of convergence of the Robbins–Monro's algorithm in a linear stochastic ill-posed problem with α-mixing data

DOI10.1080/03610926.2015.1133825zbMath1369.62209OpenAlexW2471699372MaRDI QIDQ5349193

Abdelnasser Dahmani, Nabila Aiane

Publication date: 23 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1133825

zbMATH Keywords

stochastic approximationill-posed problems\(\alpha\)-mixing

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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Almost complete convergence for the sequence of approximate solutions in linear calibration problem with α-mixing random data ⋮ Robbins-Monro algorithm with \(\psi\)-mixing random errors

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