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

DOI10.1007/S11253-006-0176-4zbMATH Open1118.62084OpenAlexW2059968951MaRDI QIDQ3441309

Ya. M. Chabanyuk

Publication date: 29 May 2007

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-006-0176-4

zbMATH Keywords

Lyapunov functiondiffusion approximationergodic Markov process

Mathematics Subject Classification ID

Stochastic approximation (62L20) Diffusion processes (60J60) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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