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portada Stochastic Systems in Merging Phase Space
Type
Physical Book
Author
Publisher
Year
2005
Language
English
Pages
348
Format
Hardcover
Dimensions
23.3x15.1x2.5 cm
Weight
0.62 kg.
ISBN
9812565914
ISBN13
9789812565914
Categories

Stochastic Systems in Merging Phase Space

Nikolaos Limnios (Author) · Vladimir S. Koroliuk (Author) · World Scientific Publishing Company · Hardcover

Stochastic Systems in Merging Phase Space - Koroliuk, Vladimir S. ; Limnios, Nikolaos

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Synopsis "Stochastic Systems in Merging Phase Space"

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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