Ja n 20 09 AN ABS ALGORITHM FOR A CLASS OF SYSTEMS OF STOCHASTIC LINEAR EQUATIONS

This paper is to explore a model of the ABS Algorithms dealing with the solution of a class of systems of linear stochastic equations Aξ = η when η is a m-dimensional normal distribution. It is shown that the stepsize αi is distributed as N(ui, σi) (being ui the expected value of αi and σi its variance) and the approximation to the solutions ξi is… CONTINUE READING