Stochastic Systems in Merging Phase Space - Hardcover

Koroliuk, V. S.; Limnios, N.

 
9789812565914: Stochastic Systems in Merging Phase Space
Hardcover
ISBN 10: 9812565914 ISBN 13: 9789812565914
Verlag: World Scientific Publishing Co Pte Ltd, 2005

Inhaltsangabe

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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Verlag
World Scientific Publishing Co Pte Ltd
Erscheinungsdatum
2005
Sprache
Englisch
ISBN 10 
9812565914
ISBN 13 
9789812565914
Einband
Gebundene Ausgabe
Anzahl der Seiten
348
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
preigu
mail@preigu.de

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