Semi-Markov random evolutions
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Contributions
- Svishchuk, A. V. - Contributor
Publication
1995 - Kluwer Academic Publishers, Dordrecht, Netherlands
Language
English
Word Count
77,500 words, Guess
Page Count
310 pages
Identifiers
- Open LibraryOL1106002M
- ISBN-100792331508
- OCLC Control Number31131755
- Library of Congress Control Number94031168
- Goodreads4568023
Classifications
- DDC519.2/3
- LCCQC20.7.S8 K6713 1995
Description
The evolution of systems is a growing field of interest stimulated by many possible applications. This book is devoted to semi-Markov random evolutions (SMRE). This class of evolutions is rich enough to describe the evolutionary systems changing their characteristics under the influence of random factors. At the same time there exist efficient mathematical tools for investigating the SMRE. The topics addressed in this book include classification, fundamental properties of the SMRE, averaging theorems, diffusion approximation and normal deviations theorems for SMRE in ergodic case and in the scheme of asymptotic phase lumping. Both analytic and stochastic methods for investigation of the limiting behaviour of SMRE are developed. . This book includes many applications of rapidly changing semi-Markov random, media, including storage and traffic processes, branching and switching processes, stochastic differential equations, motions on Lie Groups, and harmonic oscillations.
Subjects
Topics
Series Statement
- Mathematics and its applications ;
Other Editions
- Semi-Markov random evolutions
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