STOCHASTIC SYSTEMS IN MERGING PHASE SPACE
Ouvrage 9789812565914 : 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 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.
Contents:
* Markov and Semi-Markov Processes
* Stochastic Systems with Switching
* Stochastic Systems in the Series Scheme
* Stochastic Systems with Split and Merging
* Phase Merging Principles
* Weak Convergence
* Poisson Approximation
* Applications
* Appendices:
* Weak Convergence of Probability Measures
* Some Limit Theorems for Stochastic Processes
* Some Auxiliary Results
Auteur : LIMNIOS
Editeur : WORLD SCIENTIFIC PUBLISHING
Nombre de pages : 350
Date de publication : 02 2006
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