02954nam 22006134a 450 991045072390332120200520144314.01-281-89911-99786611899110981-270-312-89789812565914(CKB)1000000000334222(EBL)296255(OCoLC)476064573(SSID)ssj0000251590(PQKBManifestationID)11193001(PQKBTitleCode)TC0000251590(PQKBWorkID)10169019(PQKB)10802433(MiAaPQ)EBC296255(WSP)00000245 (Au-PeEL)EBL296255(CaPaEBR)ebr10174024(CaONFJC)MIL189911(EXLCZ)99100000000033422220061003d2005 uy 0engur|n|---|||||txtccrStochastic systems in merging phase space[electronic resource] /Vladimir S. Koroliuk, Nikolas LimniosSingapore ;Hackensack, NJ World Scientificc20051 online resource (348 p.)Description based upon print version of record.981-256-591-4 Includes bibliographical references (p. 315-323) and index.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; IndexThis 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 asymptStochastic processesMathematical optimizationElectronic books.Stochastic processes.Mathematical optimization.519.2Koroli͡uk V. S(Vladimir Semenovich),1925-951719Limnios N(Nikolaos)900137MiAaPQMiAaPQMiAaPQBOOK9910450723903321Stochastic systems in merging phase space2151519UNINA