Asymptotic normality of fluctuations of jumping procedure in diffusion approximation scheme in semi-Markov media

MaRDI QIDQ3608216zbMATH OpenFDO

Authors Ya. M. Chabanyuk

Publication date 28 February 2009

zbMATH Keywords

asymptotic normalitydiffusion 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

(6)

• Asymptotic normality of a discrete procedure of stochastic approximation in a semi-Markov medium
• 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 continuous procedure in semi-Markov media in the diffusion approximation scheme.
• The asymptotic normality of the continuous procedure of a stochastic approximation in a semi-Markov space
• Convergence of a jump procedure in a semi-Markov environment in diffusion-approximation scheme

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