The proving methods developed in the book of Nevelson and Hasminsky [6] are utilized to prove the convergence with probability one and in the mean square of the multidimensional continuous dynamic Robbins-Monro procedure, under assumptions similar to those usually made in the theory stochastic approximation.
Sorour, E. S. (1993). On the Convergence of the Dynamic Continuous Robbins - Monro Procedure. The Egyptian Statistical Journal, 37(2), 178-189. doi: 10.21608/esju.1993.314838
MLA
El Sayed Sorour. "On the Convergence of the Dynamic Continuous Robbins - Monro Procedure", The Egyptian Statistical Journal, 37, 2, 1993, 178-189. doi: 10.21608/esju.1993.314838
HARVARD
Sorour, E. S. (1993). 'On the Convergence of the Dynamic Continuous Robbins - Monro Procedure', The Egyptian Statistical Journal, 37(2), pp. 178-189. doi: 10.21608/esju.1993.314838
VANCOUVER
Sorour, E. S. On the Convergence of the Dynamic Continuous Robbins - Monro Procedure. The Egyptian Statistical Journal, 1993; 37(2): 178-189. doi: 10.21608/esju.1993.314838
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