Researchers have established decoupled functional central limit theorems for two-time-scale stochastic approximation (SA). This work addresses the asymptotic behavior of SA where two iterates are updated at different rates and influence each other. The findings indicate that on each time scale, the limiting dynamics mirror standard SA, with the coupling between iterates appearing only in the coefficients. The martingale problem approach and an auxiliary sequence were utilized to manage the interdependence between time scales. AI
RANK_REASON Academic paper published on arXiv detailing new mathematical theorems. [lever_c_demoted from research: ic=1 ai=0.4]
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