Bulletin de la Société Royale des Sciences de Liège Bulletin de la Société Royale des Sciences de Liège -  Volume 79 - Année 2010 

CONSISTENCY OF ROBBINS MONRO’S ALGORITHM WITHIN A MIXING FRAMEWORK

Abdelnasser Dahmani, 

Laboratory of Applied Mathematics, University of Bejaia, Algeria, a_dahmani@yahoo.fr

Ahmed Ait Saidi, 

Laboratory of Applied Mathematics, University of Bejaia, Algeria

Abstract

This work is devoted to the study of the consistency, of Robbins-Monro’s algorithm under strong mixing assumption.

1AMS : 62F12, 62L20, 62J05

To cite this article

Abdelnasser Dahmani & Ahmed Ait Saidi, «CONSISTENCY OF ROBBINS MONRO’S ALGORITHM WITHIN A MIXING FRAMEWORK», Bulletin de la Société Royale des Sciences de Liège [En ligne], Volume 79 - Année 2010, 131 - 140 URL : http://popups.ulg.be/0037-9565/index.php?id=2386.