Stochastic Systems In Merging Phase Space
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A01=Nikolaos Limnios
A01=Vladimir S Koroliuk
Additive Functional
Author_Nikolaos Limnios
Author_Vladimir S Koroliuk
Category=PBWL
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Evolutionary System
Markov Process
Random Evolution
Random Medium
Semi-Markov Process
Stochastic Approximation
Stochastic System
Switching Process
Weak Convergence
Product details
- ISBN 9789812565914
- Publication Date: 22 Dec 2005
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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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.
