Stochastic systems in merging phase space [[electronic resource] /] / Vladimir S. Koroliuk, Nikolas Limnios

• Autore: Koroli͡uk V. S (Vladimir Semenovich), <1925->
• Pubblicazione: Singapore ; ; Hackensack, NJ, : World Scientific, c2005
• Descrizione fisica: 1 online resource (348 p.)
• Disciplina: 519.2
• Soggetto topico: Stochastic processes; Mathematical optimization
• Altri autori: LimniosN (Nikolaos)
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references (p. 315-323) and index.
• Nota di contenuto: 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; Index
• Sommario/riassunto: 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 asympt
• Titolo autorizzato: Stochastic systems in merging phase space
• ISBN: 1-281-89911-9; 9786611899110; 981-270-312-8
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910784045303321
• Lo trovi qui: Univ. Federico II