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Stochastic systems in merging phase space /
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 numericall...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
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| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore ; Hackensack, NJ :
World Scientific,
©2005.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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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| Descripción Física: | 1 online resource (xv, 331 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 315-323) and index. |
| ISBN: | 9812565914 9789812565914 9812703128 9789812703125 1281899119 9781281899118 9786611899110 6611899111 |