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العنوان
Stochastic approximation procedures with delayed and compound delayed observations /
المؤلف
Atwa, Rasha Abd El-Wahab.
هيئة الاعداد
باحث / رشا عبدالوهاب عطوه
مشرف / هارون محمد عبدالفتاح بركات
مشرف / هارون محمد عبدالفتاح بركات
مشرف / هارون محمد عبدالفتاح بركات
الموضوع
Stochastic approximation.
تاريخ النشر
2011.
عدد الصفحات
128 p. :
اللغة
الإنجليزية
الدرجة
الدكتوراه
التخصص
الرياضيات
تاريخ الإجازة
1/1/2011
مكان الإجازة
جامعة الزقازيق - كلية العلوم - الرياضيات
الفهرس
Only 14 pages are availabe for public view

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Abstract

The Robbins – Monro stochastic approximation procedure has been modified to be applicable in the presence of compound delayed observations with a time delay distribution independent of the time delay distribution of their components .A loss system which can serve as a model of the modified Robbins – Monro procedure has been investigated. The construction of the independent random time delay distribution of the compound observations is obtained, where a condition for the delay distribution is given and which it is necessary condition. The results achieved for the loss system enable to conclude about the efficiency of the procedure and to give a hint for the choice of the number of inspectors in the loss system .Moreover, statistical properties of the stochastic approximation procedure is pursued, especially their asymptotically normal distribution and their efficiency in the sense of asymptotic estimation theory.