Stochastic Systems in Merging Phase Space

Download or read book Stochastic Systems in Merging Phase Space written by Vladimir Semenovich Koroli?uk and published by World Scientific. This book was released on 2005 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.