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→Example: weighted average |
→Robbins–Monro algorithm: other series 1/nln n |
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<math display="block">\qquad \sum^{\infty}_{n=0}a_n = \infty \quad \mbox{ and } \quad \sum^{\infty}_{n=0}a^2_n < \infty \quad </math>
A particular sequence of steps which satisfy these conditions, and was suggested by Robbins–Monro, have the form: <math display="inline">a_n=a/n</math>, for <math display="inline"> a > 0 </math>. Other series, such as <math>a_n = \frac{1}{n \ln n}, \frac{1}{n \ln n \ln\ln n}, \dots</math> are possible but in order to average out the noise in <math display="inline">N(\theta)</math>, the above condition must be met.
=== Example ===
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