LEADER 02954nam 22006134a 450 001 9910450723903321 005 20200520144314.0 010 $a1-281-89911-9 010 $a9786611899110 010 $a981-270-312-8 024 3 $a9789812565914 035 $a(CKB)1000000000334222 035 $a(EBL)296255 035 $a(OCoLC)476064573 035 $a(SSID)ssj0000251590 035 $a(PQKBManifestationID)11193001 035 $a(PQKBTitleCode)TC0000251590 035 $a(PQKBWorkID)10169019 035 $a(PQKB)10802433 035 $a(MiAaPQ)EBC296255 035 $a(WSP)00000245 035 $a(Au-PeEL)EBL296255 035 $a(CaPaEBR)ebr10174024 035 $a(CaONFJC)MIL189911 035 $a(EXLCZ)991000000000334222 100 $a20061003d2005 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStochastic systems in merging phase space$b[electronic resource] /$fVladimir S. Koroliuk, Nikolas Limnios 210 $aSingapore ;$aHackensack, NJ $cWorld Scientific$dc2005 215 $a1 online resource (348 p.) 300 $aDescription based upon print version of record. 311 $a981-256-591-4 320 $aIncludes bibliographical references (p. 315-323) and index. 327 $aPreface; 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 330 $aThis 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 606 $aStochastic processes 606 $aMathematical optimization 608 $aElectronic books. 615 0$aStochastic processes. 615 0$aMathematical optimization. 676 $a519.2 700 $aKoroli?uk$b V. S$g(Vladimir Semenovich),$f1925-$0951719 701 $aLimnios$b N$g(Nikolaos)$0900137 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910450723903321 996 $aStochastic systems in merging phase space$92151519 997 $aUNINA