An iterative stochastic procedure with a general step to a linear regular inverse problem
Filomat, Tome 37 (2023) no. 6, p. 1723
Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts
In this paper we consider a linear operator equation in a Hilbert space. Using Hoeffding inequalities, an exponential bound to the solution obtained by a stochastic procedure is established and the values of the step a k for which the procedure converges almost completely (a.co) are discussed. An illustrative application was treated to the solution of a Fredholm integral equation of the second kind.
Classification :
65N21, 65C50
Keywords: Robbins-Monro, Inverse problem, Fredholm integral, Almost complete convergence
Keywords: Robbins-Monro, Inverse problem, Fredholm integral, Almost complete convergence
Fouad Maouche. An iterative stochastic procedure with a general step to a linear regular inverse problem. Filomat, Tome 37 (2023) no. 6, p. 1723 . doi: 10.2298/FIL2306723M
@article{10_2298_FIL2306723M,
author = {Fouad Maouche},
title = {An iterative stochastic procedure with a general step to a linear regular inverse problem},
journal = {Filomat},
pages = {1723 },
year = {2023},
volume = {37},
number = {6},
doi = {10.2298/FIL2306723M},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2306723M/}
}
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