STOCHASTIC SYSTEMS IN MERGING PHASE SPACE - Hardcover

Koroliuk, Vladimir S; Limnios, Nikolaos

 
9789812565914: STOCHASTIC SYSTEMS IN MERGING PHASE SPACE
Hardcover
ISBN 10: 9812565914 ISBN 13: 9789812565914
Publisher: World Scientific Publishing Company, 2005

Synopsis

This book provides recent results on the stochastic approximation of systems by weak convergence techniques. General and particular schemes of proofs for average, diffusion, and Poisson approximations of stochastic systems are presented, allowing one to simplify complex systems and obtain numerically tractable models.The systems discussed in the book include stochastic additive functionals, dynamical systems, stochastic integral functionals, increment processes and impulsive processes. All these systems are switched by Markov and semi-Markov processes whose phase space is considered in asymptotic split and merging schemes. Most of the results from semi-Markov processes are new and presented for the first time in this book.

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Review

may serve as a textbook for applied scientists and engineers in stochastic approximation of complex systems

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Publisher
World Scientific Publishing Company
Publication date
2005
Language
English
ISBN 10 
9812565914
ISBN 13 
9789812565914
Binding
Hardcover
Number of pages
348