Central Limit Theorems for Stochastic Approximation with controlled Markov chain dynamics

A similar concept is developed in [13] for continuous time positive linear systems and is referred as to the proportional dynamics property for the transient measure concerned

Beyond that, we must address the Spreadsheet Software Engineering Paradox—that computer scientists and information systems researchers have focused on spreadsheet creation aspects

In this short note we show that, in the context of stochastic control systems, the uniform existence of a limit of Cesàro averages implies the existence of uniform limits for

Most of results in the context of standard random walks are generalized to Markov Addi- tive Processes when the Markov operator of the internal chain is assumed to be quasi-compact on

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Thus, in this paper, we are interested to prove central limit theorems or to estimate the decay of correlation for functions belonging to a large class of L 2 0 (μ), in the context

- Cet article contient une tentative pour etablir dans le cas of le generateur donne sous forme de divergence, les approximations par des chaines de Markov qui

Markov chains, stable limit theorems, stable distributions, log-Sobolev inequality, additive functionals, functional limit theorem.. 1 Institut de Math´ ematiques