Using to control the convergence rate

*Let us look at one Typical Example:
*

- Let V be a random variable dependent of the parameter
*r*. - There exists a probability function :
*P*(*V*|*r*) - A function
*g*(*r*,*V*)

We can write iterations of the form :

Computing the expected value can be complicated, but if

If

*This algorithm is called the Robbins-Morro algorithm . The iterations can be written as: *

where we can define :

This implies that for each