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Stability and convergence properties of stochastic approximation algorithms are analyzed when the noise includes a long range dependent component (modeled by a fractional Brownian motion) and a heavy tailed component (modeled by a symmetric stable process), in addition to the usual `martingale noise'. This is motivated by the emergent applications in communications. The proofs are based on comparing...
We obtain some stability bounds for nonstationary Erlang loss queueing model. Two specific examples of queues with close to periodic arrival and service rates are considered.
We investigate stochastic averaging on infinite time interval for a class of continuous-time nonlinear systems with stochastic perturbation and remove several restrictions present in existing results: global Lipschitzness of the nonlinear vector field, equilibrium preservation under the stochastic perturbation, and compactness of the state space of the perturbation process. If an equilibrium of the...
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