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Asymptotic normality of fluctuations of the procedure of stochastic approximation with diffusive perturbation in a Markov medium - MaRDI portal

Asymptotic normality of fluctuations of the procedure of stochastic approximation with diffusive perturbation in a Markov medium (Q3441309)

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Asymptotic normality of fluctuations of the procedure of stochastic approximation with diffusive perturbation in a Markov medium
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    Asymptotic normality of fluctuations of the procedure of stochastic approximation with diffusive perturbation in a Markov medium (English)
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    29 May 2007
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    diffusion approximation
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    Lyapunov function
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    ergodic Markov process
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