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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1986 Issue 3, Pages 170–171 (Mi at4921)

Notes

On evaluation of the blending rate for autoregression processes

A. Yu. Veretennikov

Moscow

Abstract: A method of evaluating the blending rate is proposed for some classes of recurrent processes. The estimates are useful in studying the convergence of stochastic approximation procedures with correlated noises.

UDC: 519.2


Received: 26.02.1985



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