Stochastic Systems in Merging Phase Space - Rilegato

Koroliuk, V. S.; Limnios, N.

Rilegato

ISBN 10: 9812565914 ISBN 13: 9789812565914

Casa editrice: World Scientific Pub Co Inc, 2005

Riassunto

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.

Su questo libro

Product Description

Book by Nikolaos Limnios

Dettagli dell'edizione

• Editore: World Scientific Pub Co Inc
• Data di pubblicazione: 2005
• Lingua: Inglese
• ISBN 10: 9812565914
• ISBN 13: 9789812565914
• Rilegatura: Copertina rigida
• Numero di pagine: 348
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile