Stochastic Systems In Merging Phase Space

Name: Stochastic Systems In Merging Phase Space
Brand: World Scientific Publishing Co Pte Ltd
SKU: 9789812565914
Price: 137.34 EUR
Availability: InStock

Autor: Vladimir S. Koroliuk, Nikolaos Limnios

Jazyk:

Väzba: Pevná

Vydavateľ: World Scientific Publishing Co Pte Ltd

Dostupnosť: 50 % šanca

Prehľadáme celý svet

137.34 €

This book provides recent results on the stochastic approximation of systems by weak convergence tec...

Informácie o knihe

Autor

Vladimir S. Koroliuk, Nikolaos Limnios

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2005

Stránok

348

EAN

9789812565914

ISBN

9812565914

Enbook ID

05068192

Vydavateľ

World Scientific Publishing Co Pte Ltd

Hmotnosť

610

Rozmery

232 x 157 x 25

Kompletný popis

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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