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

zbMATH Open1164.60409MaRDI QIDQ3607170FDOQ3607170

Authors: Ya. M. Chabanyuk 

Publication date: 28 February 2009

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zbMATH Keywords

stochastic approximationdiffusion approximationMarkov renewal processsemi-Markov media

Mathematics Subject Classification ID

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

Cited In (4)

• Asymptotic normality of a discrete procedure of stochastic approximation in a semi-Markov medium
• The asymptotic normality of the continuous procedure of a stochastic approximation in a semi-Markov space
• Asymptotic normality of fluctuations of jumping procedure in diffusion approximation scheme in semi-Markov media
• Title not available (Why is that?)

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