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

Fuente: arXiv
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Autori principali: Han, Hai-Shan, Xia, Zun-Quan, Del Popolo, Antonino
Natura: Preprint
Pubblicazione: 2001
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author Han, Hai-Shan
Xia, Zun-Quan
Del Popolo, Antonino
author_facet Han, Hai-Shan
Xia, Zun-Quan
Del Popolo, Antonino
contents This paper is to explore a model of the ABS Algorithms for dealing with a class of systems of linear stochastic equations A xi=eta satisfying eta sim N_m(v, I_{m}). It is shown that the iteration step alpha_{i} is N(V,π) and approximation solutions is xi_{i} \sim N_n(U,Σ) for this algorithm model. And some properties of (V,π)$ and $(U,Σ) are given.
format Preprint
id arxiv_https___arxiv_org_abs_math_0105168
institution arXiv
publishDate 2001
record_format arxiv
spellingShingle An ABS Algorithm for a Class of Systems of Stochastic Linear Equations
Han, Hai-Shan
Xia, Zun-Quan
Del Popolo, Antonino
Numerical Analysis
Astrophysics
This paper is to explore a model of the ABS Algorithms for dealing with a class of systems of linear stochastic equations A xi=eta satisfying eta sim N_m(v, I_{m}). It is shown that the iteration step alpha_{i} is N(V,π) and approximation solutions is xi_{i} \sim N_n(U,Σ) for this algorithm model. And some properties of (V,π)$ and $(U,Σ) are given.
title An ABS Algorithm for a Class of Systems of Stochastic Linear Equations
topic Numerical Analysis
Astrophysics
url https://arxiv.org/abs/math/0105168