Weak convergence of dynamical systems in two timescales

被引：0
|
作者：
Basak, Gopal K. [1 ]
Dasgupta, Amites [1 ]
机构：
[1] Stat-Math Unit, Indian Statistical Institute, 203 B. T. Road, Kolkata,700108, India
来源：
Systems and Control Letters | 2020年 / 142卷
关键词：
Stochastic systems;
D O I：
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摘要：
Dynamical systems driven by two or multi-timescales arise in systems science, natural and social sciences quite naturally. Work done by Vivek S. Borkar (1997) on stochastic approximation driven by two timescales and later by others pave the pathway for wide applications of such systems. In this article we provide weak convergence of such systems for the linear case. © 2020 Elsevier B.V.
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