Weak convergence of dynamical systems in two timescales
Systems and Control Letters
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.
Basak, Gopal K. and Dasgupta, Amites, "Weak convergence of dynamical systems in two timescales" (2020). Journal Articles. 189.