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ERIC Number: ED051258
Record Type: Non-Journal
Publication Date: 1970-Sep
Pages: 13
Abstractor: N/A
ISBN: N/A
ISSN: N/A
EISSN: N/A
Available Date: N/A
On Stochastic Approximation.
Wolff, Hans
This paper deals with a stochastic process for the approximation of the root of a regression equation. This process was first suggested by Robbins and Monro. The main result here is a necessary and sufficient condition on the iteration coefficients for convergence of the process (convergence with probability one and convergence in the quadratic mean). (Author)
Publication Type: N/A
Education Level: N/A
Audience: N/A
Language: N/A
Sponsor: N/A
Authoring Institution: Educational Testing Service, Princeton, NJ.
Grant or Contract Numbers: N/A
Author Affiliations: N/A