{"title":"Exponential inequalities for Mann’s stochastic algorithm","authors":"Chahira Allouti, Bahia Barache, A. Dahmani","doi":"10.1080/07474946.2020.1726681","DOIUrl":null,"url":null,"abstract":"Abstract In this article, we investigate the problem of approximating the fixed point for some function using a Mann iterative process with random errors. After establishing some exponential inequalities, we prove the complete convergence of Mann’s algorithm toward the fixed point and deduce a confidence interval for this one. In addition, we establish the convergence rate of Mann’s algorithm. Several numerical examples are sketched to illustrate the performance of the proposed algorithm.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":null,"pages":null},"PeriodicalIF":0.6000,"publicationDate":"2020-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/07474946.2020.1726681","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Sequential Analysis-Design Methods and Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/07474946.2020.1726681","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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Abstract
Abstract In this article, we investigate the problem of approximating the fixed point for some function using a Mann iterative process with random errors. After establishing some exponential inequalities, we prove the complete convergence of Mann’s algorithm toward the fixed point and deduce a confidence interval for this one. In addition, we establish the convergence rate of Mann’s algorithm. Several numerical examples are sketched to illustrate the performance of the proposed algorithm.
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