Stochastic Systems In Merging Phase Space (e-bog) af Nikolaos Limnios, Limnios

Stochastic Systems In Merging Phase Space e-bog

403,64 DKK (inkl. moms 504,55 DKK)
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, dyn...
E-bog 403,64 DKK
Forfattere Nikolaos Limnios, Limnios (forfatter)
Udgivet 21 december 2005
Længde 348 sider
Genrer Probability and statistics
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9789814479011
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.