Almost sure convergence of a stochastic approximation process in a convex set

Abdelkrim Bennar (1) , Jean-Marie Monnez (2)

1 Faculté des Sciences Ben M'sik [Casablanca]
2 IECN - Institut Élie Cartan de Nancy

We prove two almost sure convergence theorems of a stochastic approximation process in a convex set and give two applications

Mots clés: stochastic approximation; linear regression

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Abdelkrim Bennar, Jean-Marie Monnez. Almost sure convergence of a stochastic approximation process in a convex set. International Journal of Apllied Mathematics, 2007, 20 (5), pp.713-722. ⟨hal-00359142⟩