An iterative stochastic procedure with a general step to a linear reguliar inverse problem.

Fouad Maouche


In this paper we consider a linear operator equation in a Hilbert space. Using
Hoefding inequalities, an exponential bound to the solution obtained by a stochastic procedure is established and the values of the step ak for which the procedure converges almost completely ( are discussed.
An illustrative application was treated to the solution of a Fredholm integral equation of the second kind.


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