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 $α_i$ 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.
astro-ph.IM↗