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arXiv · 0901.4036

An Abs Algorithm for a Class of Systems of Stochastic Linear Equations

Hai-Shan Han·Antonino Del Popolo·Zun-Quan Xia
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Abstract

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 $α_i$ is distributed as $N(u_i,σ_i)$ (being $u_i$ the expected value of $α_i$ and $σ_i$ its variance) and the approximation to the solutions $ξ_{i}$ is distributed as $N_n(U_i,Σ_i)$ (being $U_i$ the expected value of $ξ_i$ and $Σ_i$ its variance), for this algorithm model.

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Hai-Shan Han, Antonino Del Popolo, Zun-Quan Xia. 2009-01-26. An Abs Algorithm for a Class of Systems of Stochastic Linear Equations. https://arxiv.org/abs/0901.4036

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