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Asymptotic normality of fluctuations of the procedure of stochastic approximation with diffusive perturbation in a Markov medium

We consider the asymptotic normality of a continuous procedure of stochastic approximation in the case where the regression function contains a singularly perturbed term depending on the external medium described by a uniformly ergodic Markov process. Within the framework of the scheme of diffusion...

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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/3564
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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