The asymptotic normality of the continuous procedure of a stochastic approximation in a semi-Markov space

MaRDI QIDQ5487341zbMATHFDO

Authors Ya. M. Chabanyuk

Publication date 19 September 2006

zbMATH Keywords

diffusion processMarkov renewal process

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Continuous-time Markov processes on discrete state spaces (60J27)

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(5)

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

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