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BOOK EXCERPT:
This book analyzes stochastic evolutionary models under the impulse of diffusion, as well as Markov and semi-Markov switches. Models are investigated under the conditions of classical and non-classical (Levy and Poisson) approximations in addition to jumping stochastic approximations and continuous optimization procedures. Among other asymptotic properties, particular attention is given to weak convergence, dissipativity, stability and the control of processes and their generators. Weak convergence of stochastic processes is usually proved by verifying two conditions: the tightness of the distributions of the converging processes, which ensures the existence of a converging subsequence, and the uniqueness of the weak limit. Achieving the limit can be done on the semigroups that correspond to the converging process as well as on appropriate generators. While this provides the convergence of generators, a natural question arises concerning the uniqueness of a limit semigroup.
Product Details :
Genre |
: Mathematics |
Author |
: Yaroslav Chabanyuk |
Publisher |
: John Wiley & Sons |
Release |
: 2020-11-02 |
File |
: 240 Pages |
ISBN-13 |
: 9781119779735 |
eBook Download
BOOK EXCERPT:
Product Details :
Genre |
: Mathematics |
Author |
: Yaroslav Chabanyuk |
Publisher |
: John Wiley & Sons |
Release |
: 2020-10-02 |
File |
: 240 Pages |
ISBN-13 |
: 9781119779742 |
eBook Download
BOOK EXCERPT:
Product Details :
Genre |
: Mathematics |
Author |
: |
Publisher |
: |
Release |
: 2005 |
File |
: 1608 Pages |
ISBN-13 |
: UVA:X006195255 |
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BOOK EXCERPT:
Product Details :
Genre |
: Electrical engineering |
Author |
: |
Publisher |
: |
Release |
: 1997 |
File |
: 2240 Pages |
ISBN-13 |
: OSU:32435059589358 |
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BOOK EXCERPT:
Vols. for 1973- include the following subject areas: Biological sciences, Agriculture, Chemistry, Environmental sciences, Health sciences, Engineering, Mathematics and statistics, Earth sciences, Physics, Education, Psychology, Sociology, Anthropology, History, Law & political science, Business & economics, Geography & regional planning, Language & literature, Fine arts, Library & information science, Mass communications, Music, Philosophy and Religion.
Product Details :
Genre |
: Dissertations, Academic |
Author |
: |
Publisher |
: |
Release |
: 1984 |
File |
: 974 Pages |
ISBN-13 |
: UOM:39015065651617 |
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BOOK EXCERPT:
Product Details :
Genre |
: Dissertations, Academic |
Author |
: |
Publisher |
: |
Release |
: 1984 |
File |
: 1008 Pages |
ISBN-13 |
: STANFORD:36105118942288 |
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BOOK EXCERPT:
The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes. These results are illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various applications. The book will be a useful contribution to the continuing intensive studies in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will contribute to continuing extensive studies in the area and remain relevant for years to come.
Product Details :
Genre |
: Mathematics |
Author |
: Dmitrii Silvestrov |
Publisher |
: Springer |
Release |
: 2017-09-06 |
File |
: 151 Pages |
ISBN-13 |
: 9783319609881 |