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

• Datum: 2006
• Hauptverfasser: Chabanyuk, Ya. M., Чабанюк, Я. М.
• Format: Artikel
• Sprache: Ukrainisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2006
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/3564
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...