(1998). On H -Valued Continuous Robbins - Monro processes. By: Hoda Mohamed Ali and Hala Elnagar.. The Egyptian Statistical Journal, 42(2), 155-164. doi: 10.21608/esju.1998.314572
. "On H -Valued Continuous Robbins - Monro processes. By: Hoda Mohamed Ali and Hala Elnagar.". The Egyptian Statistical Journal, 42, 2, 1998, 155-164. doi: 10.21608/esju.1998.314572
(1998). 'On H -Valued Continuous Robbins - Monro processes. By: Hoda Mohamed Ali and Hala Elnagar.', The Egyptian Statistical Journal, 42(2), pp. 155-164. doi: 10.21608/esju.1998.314572
On H -Valued Continuous Robbins - Monro processes. By: Hoda Mohamed Ali and Hala Elnagar.. The Egyptian Statistical Journal, 1998; 42(2): 155-164. doi: 10.21608/esju.1998.314572
On H -Valued Continuous Robbins - Monro processes. By: Hoda Mohamed Ali and Hala Elnagar.
In this work, we consider a continuous Robbins - Monro process in a Hilbert space, a nonlinear mapping ƒ is treated instead of the usual linearity assumption. A modified process with varying truncations is analyzed, and the asymptotic properties are investigated and convergence as well as necessary and sufficient conditions are obtained. Yin and Zhu [7] considered the discrete Robbins Monro in a Hilbert space, and we extend their results to the continuous case, by introducing randomly varying truncations and we prove the almost sure convergence of the stochastic approximation algorithms.