Stochastic systems in merging phase space / Vladimir S. Koroliuk, Nikolas Limnios.

Format:

Book

Author/Creator:

Koroli︠u︡k, V. S. (Vladimir Semenovich), 1925-

Contributor:

Limnios, N. (Nikolaos)

Language:

English

Subjects (All):

Stochastic processes.

Mathematical optimization.

Physical Description:

1 online resource (348 p.)

Edition:

1st ed.

Place of Publication:

Singapore ; Hackensack, NJ : World Scientific, c2005.

Language Note:

English

Summary:

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 asympt

Contents:

Preface; Contents; 1. Markov and Semi-Markov Processes; 2. Stochastic Systems with Switching; 3. Stochastic Systems in the Series Scheme; 4. Stochastic Systems with Split and Merging; 5. Phase Merging Principles; 6. Weak Convergence; 7. Poisson Approximation; 8. Applications I; 9. Applications II; Problems to Solve; Appendix A Weak Convergence of Probability Measures; Appendix B Some Limit Theorems for Stochastic Processes; Appendix C Some Auxiliary Results; Bibliography; Notation; Index

Notes:

Description based upon print version of record.

Includes bibliographical references (p. 315-323) and index.

ISBN:

9786611899110

9781281899118

1281899119

9789812703125

9812703128

OCLC:

476064573

Publisher Number:

9789812565914