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Asymptotic normality of a discrete procedure of stochastic approximation in a semi-Markov medium

We obtain sufficient conditions for the asymptotic normality of a jump procedure of stochastic approximation in a semi-Markov medium using a compensating operator of an extended Markov renewal process. The asymptotic representation of the compensating operator guarantees the construction of the gene...

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Bibliographic Details
Date:	2006
Main Authors:	Chabanyuk, Ya. M., Чабанюк, Я. М.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2006
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/3543
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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