Consistency of stochastic approximation algorithm with quasi-associated random errors

被引:1
|
作者
Arab, Idir [1 ]
Dahmani, Abdelnasser [2 ]
机构
[1] Univ A Mira Bejaia, Fac Sci Exactes, Lab Math Appl, Bejaia, Algeria
[2] Ctr Univ Tamanrasset, Tamanghasset, Algeria
关键词
Exponential inequalities; Inverse problems; Quasi-associated random variables; Root of a function; Stochastic approximation;
D O I
10.1080/03610926.2014.968737
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Many mathematical and physical problems are led to find a root of a real function f. This kind of equation is an inverse problem and it is difficult to solve it. Especially in engineering sciences, the analytical expression of the function f is unknown to the experimenter, but it can be measured at each point x(k) with M(x(k)) as expected value and induced error (k). The aim is to approximate the unique root under some assumptions on the function f and errors (k). We use a stochastic approximation algorithm that constructs a sequence (x(k))(k 1). We establish the almost complete convergence of the sequence (x(k))(k) to the exact root by considering the errors ((k))(k) quasi-associated and we illustrate the method by numerical examples to show its efficiency.
引用
收藏
页码:6883 / 6890
页数:8
相关论文
共 50 条
  • [41] MARKOVIAN FOUNDATIONS FOR QUASI-STOCHASTIC APPROXIMATION*
    Lauand, Caio kalil
    Meyn, Sean
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2025, 63 (01) : 402 - 430
  • [42] Strong consistency of the distributed stochastic gradient algorithm
    Gan, Die
    Liu, Zhixin
    2019 IEEE 58TH CONFERENCE ON DECISION AND CONTROL (CDC), 2019, : 5082 - 5087
  • [43] Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data
    Hamza, Daoudi
    Mechab, Boubaker
    Zouaoui, Chikr Elmezouar
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2020, 49 (03) : 513 - 530
  • [44] QUASI-ASSOCIATED OPERATION MODE IN D-10 COMMON CHANNEL SIGNALING SYSTEM
    MURATA, T
    OKUDA, Y
    UEDA, M
    JAPAN TELECOMMUNICATIONS REVIEW, 1976, 18 (04): : 201 - 209
  • [45] On the choice of random directions for stochastic approximation algorithms
    Theiler, J
    Alper, J
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2006, 51 (03) : 476 - 481
  • [46] STOCHASTIC APPROXIMATION OF A RANDOM INTEGRAL-EQUATION
    TSOKOS, CP
    MATHEMATISCHE NACHRICHTEN, 1971, 51 (1-6) : 101 - &
  • [47] STOCHASTIC-APPROXIMATION UNDER CORRELATED MEASUREMENT ERRORS
    CHEN, HF
    SCIENTIA SINICA SERIES A-MATHEMATICAL PHYSICAL ASTRONOMICAL & TECHNICAL SCIENCES, 1983, 26 (05): : 536 - 548
  • [48] Random Walk Approximation for Stochastic Processes on Graphs
    Polizzi, Stefano
    Marzi, Tommaso
    Matteuzzi, Tommaso
    Castellani, Gastone
    Bazzani, Armando
    ENTROPY, 2023, 25 (03)
  • [49] Random Directions Stochastic Approximation With Deterministic Perturbations
    Prashanth, L. A.
    Bhatnagar, Shalabh
    Bhavsar, Nirav
    Fu, Michael
    Marcus, Steven, I
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 65 (06) : 2450 - 2465
  • [50] ON STOCHASTIC APPROXIMATION FOR RANDOM PROCESSES WITH CONTINUOUS TIME
    KRASULINA, TP
    THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1971, 16 (04): : 674 - 682