Robbins-Monro Algorithm with ψ-Mixing Random Errors

作     者：El Moumen, AbdelKader Benslimane, Salim Rahmani, Samir 

作者机构：Univ Bejaia Fac Sci Exactes Lab Math Appl Bejaia 06000 Algeria Univ Tamenghasset Tamenghasset 11000 Algeria Engineer Sch Comp Sci & Digital Technol ESTIN Lab Informat & Technol Avancees Numer Bejaia Algeria Univ Bejaia Fac Technol Bejaia 06000 Algeria 

出 版 物：《MATHEMATICAL METHODS OF STATISTICS》 (统计学的数学方法)

年 卷 期：2022年第31卷第3期

页      面：105-119页

学科分类：07[理学] 0714[理学-统计学（可授理学、经济学学位）] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：Robbins-Monro algorithm dependence psi-mixing application 

摘      要：In this work, we first establish exponential inequalities for the Robbins-Monro s algorithm under psi-mixing random errors. Then, we present a numerical application that uses the main result of this work to approximate the theoretical solution of the objective function.