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

Abstract

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.

arXiv comment17 pages; report for the III international conference on ABS methods; CAS (Chinese Accademy of Sciences), Beijing, 13-14/05/2001