Stochastic Approximation with Asymptotic Martingale Perturbations

碩士 === 國立彰化師範大學 === 統計資訊研究所 === 95 === This thesis consists of two parts. In Chapter 1, we generalize some results of Lai and Robbins (1979) to include stochastic approximations with asymptotic martingale perturbations under some moment condition instead of i.i.d. noises. The simulation study veri...

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Bibliographic Details
Main Authors: Chung Chia Ting, 鍾佳廷
Other Authors: Cheng Tsung Lin
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/37761946710034824177