Asymptotic normality of a discrete procedure of stochastic approximation in a semi-Markov medium
From MaRDI portal
Publication:3441288
DOI10.1007/S11253-006-0157-7zbMATH Open1118.62083OpenAlexW2053145378MaRDI QIDQ3441288FDOQ3441288
Authors: 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/s11253-006-0157-7
Recommendations
- The asymptotic normality of the continuous procedure of a stochastic approximation in a semi-Markov space
- Asymptotic normality of continuous procedure in semi-Markov media in the diffusion approximation scheme.
- scientific article; zbMATH DE number 5025892
- Asymptotic normality of fluctuations of the procedure of stochastic approximation with diffusive perturbation in a Markov medium
- Asymptotic normality of jumping procedure of stochastic approximation in a Markov environment
- Asymptotic normality of fluctuations of jumping procedure in diffusion approximation scheme in semi-Markov media
- Asymptotic normality of the continuous-time stochastic approximation algorithm
- Asymptotics for quasi-stationary distributions of perturbed discrete time semi-Markov processes
- Asymptotic normality for discretely observed Markov jump processes with an absorbing state
Diffusion processes (60J60) Stochastic approximation (62L20) Markov renewal processes, semi-Markov processes (60K15)
Cited In (5)
- The asymptotic normality of the continuous procedure of a stochastic approximation in a semi-Markov space
- Asymptotic normality of continuous procedure in semi-Markov media in the diffusion approximation scheme.
- Asymptotic normality of jumping procedure of stochastic approximation in a Markov environment
- Asymptotic normality of fluctuations of jumping procedure in diffusion approximation scheme in semi-Markov media
- Title not available (Why is that?)
This page was built for publication: Asymptotic normality of a discrete procedure of stochastic approximation in a semi-Markov medium
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3441288)