On the rate of convergence of the Robbins–Monro's algorithm in a linear stochastic ill-posed problem with α-mixing data |
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| Authors: | Nabila Aiane Abdelnasser Dahmani |
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| Institution: | 1. Laboratoire de Mathématiques Appliquées, Faculté des Sciences Exactes, Université de Bejaia, Bejaia, Algérie;2. Laboratoire de Mathématiques Appliquées, Centre universitaire de Tamanrasset, Tamanrasset, Algérie |
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| Abstract: | In this paper we consider a recursive method of Robbins–Monro type to estimate the solution of the linear problem Ax = u, in which the second member is measured with α-mixing errors. We also show the almost complete convergence (a.co) of this algorithm specifying its convergence rate. |
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| Keywords: | Ill-posed problems stochastic approximation α-mixing |
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