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Investigation of one-sided convergence of the Robbins — Monro process

T. P. Krasulina

Leningrad

Abstract: A modified Robbins-Monro procedure is discussed for estimating the root of a regression function. Almost sure convergence is proved and the procedure coordinate is shown to exceed almost surely the root only a finite number of times.

UDC: 519.24:615


Received: 03.03.1987

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