Stochastic Systems In Merging Phase Space

Name: Stochastic Systems In Merging Phase Space
Brand: World Scientific Publishing Co Pte Ltd
SKU: 9789812565914
Price: 621.09 PLN
Availability: InStock

Autor: Vladimir S. Koroliuk, Nikolaos Limnios

Język:

Oprawa: Twarda

Wydawca: World Scientific Publishing Co Pte Ltd

Dostępność: 50 % szansa

Przeszukamy cały świat

621.09 zł

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

Informacje o książce

Autor

Vladimir S. Koroliuk, Nikolaos Limnios

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

2005

strony

348

EAN

9789812565914

ISBN

9812565914

Enbook ID

05068192

Wydawca

World Scientific Publishing Co Pte Ltd

Waga

610

Wymiary

232 x 157 x 25

Pełny opis

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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