In this paper the Kiefer-Wolfowitz (KW) procedure for searching the extremum of the regression function as well as the Robbins-Monro (RM) procedure for solving the regression equation are modified in order that they c...In this paper the Kiefer-Wolfowitz (KW) procedure for searching the extremum of the regression function as well as the Robbins-Monro (RM) procedure for solving the regression equation are modified in order that they can be applied to the case when the measurement errors form an ARMA process. Simple conditions are given to guarantee their convergence to the extremum and the root of regression function respectively by using a new approach combining both the probabilistic method and the ordinary differential equation (ODE) method. The results given here are better than the well-known ones even if the measurement error is the martingale difference sequence.展开更多
Convergence conclusions of Pade approximants in the univariate case can be found in various papers. However,resuhs in the multivariate case are few.A.Cuyt seems to be the only one who discusses convergence for multiva...Convergence conclusions of Pade approximants in the univariate case can be found in various papers. However,resuhs in the multivariate case are few.A.Cuyt seems to be the only one who discusses convergence for multivariate Pade approximants,she gives in[2]a de Montessus de Bollore type theorem.In this paper,we will discuss the zero set of a real multivariate polynomial,and present a convergence theorem in measure of multivariate Pade approximant.The proof technique used in this paper is quite different from that used in the univariate case.展开更多
文摘In this paper the Kiefer-Wolfowitz (KW) procedure for searching the extremum of the regression function as well as the Robbins-Monro (RM) procedure for solving the regression equation are modified in order that they can be applied to the case when the measurement errors form an ARMA process. Simple conditions are given to guarantee their convergence to the extremum and the root of regression function respectively by using a new approach combining both the probabilistic method and the ordinary differential equation (ODE) method. The results given here are better than the well-known ones even if the measurement error is the martingale difference sequence.
基金Supported by National Science Foundation of China for Youth
文摘Convergence conclusions of Pade approximants in the univariate case can be found in various papers. However,resuhs in the multivariate case are few.A.Cuyt seems to be the only one who discusses convergence for multivariate Pade approximants,she gives in[2]a de Montessus de Bollore type theorem.In this paper,we will discuss the zero set of a real multivariate polynomial,and present a convergence theorem in measure of multivariate Pade approximant.The proof technique used in this paper is quite different from that used in the univariate case.
