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.

Stochastic Systems In Merging Phase Space

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Hardback by Vladimir S Koroliuk , Nikolaos Limnios

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This book provides recent results on the stochastic approximation of systems by weak convergence techniques. General and particular schemes of... Read more

    Publisher: World Scientific Publishing Co Pte Ltd
    Publication Date: 22/12/2005
    ISBN13: 9789812565914, 978-9812565914
    ISBN10: 9812565914

    Number of Pages: 348

    Non Fiction , Mathematics & Science , Education

    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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