Stochastic Systems In Merging Phase Space (Hardcover)

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.

General

Imprint:	World Scientific Publishing Co Pte Ltd
Country of origin:	Singapore
Release date:	December 2005
First published:	December 2005
Authors:	Vladimir S. Koroliuk • Nikolaos Limnios
Dimensions:	157 x 232 x 25mm (L x W x T)
Format:	Hardcover
Pages:	348
ISBN-13:	978-981-256-591-4
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	981-256-591-4
Barcode:	9789812565914

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