Stochastic Systems In Merging Phase Space

by Vladimir S Koroliuk, Nikolaos Limnios

Overview

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.

Product Details

ISBN-13:	9789812565914
Publisher:	World Scientific Publishing Company, Incorporated
Publication date:	12/22/2005
Pages:	348
Product dimensions:	6.00(w) x 9.00(h) x 0.50(d)