Asymptotic normality of continuous procedure in semi-Markov media in the diffusion approximation scheme.

MaRDI QIDQ3607170zbMATHFDO

Authors Ya. M. Chabanyuk

Publication date 28 February 2009

zbMATH Keywords

stochastic approximationdiffusion approximationMarkov renewal processsemi-Markov media

Mathematics Subject Classification ID

Diffusion processes (60J60) Markov renewal processes, semi-Markov processes (60K15)

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Cited in

(4)

• The asymptotic normality of the continuous procedure of a stochastic approximation in a semi-Markov space
• Asymptotic normality of a discrete procedure of stochastic approximation in a semi-Markov medium
• scientific article; zbMATH DE number 5025892 (Why is no real title available?)
• Asymptotic normality of fluctuations of jumping procedure in diffusion approximation scheme in semi-Markov media

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