ENGLISH

Stochastic systems in merging phase space

By Nikolaos Limnios

Book information

Publisher
World Scientific Publishing Company
Year
2005
ISBN
9812565914, 9789812565914, 9789812703125
Open Library ID
OL22730693M
Language
english
Format
DJVU
Filesize
1 MB (1554032 bytes)
Pages
346\346
Library
Kolxo3
DPI
300
Time added
2010-07-29 05:14:56

Description

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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