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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.
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Subjects
Stochastic processes, Functional analysis, Mathematical physics, Markov processes, Probability & statistics, Mathematics, Probabilities, Science/Mathematics, Applied, Mathematical Analysis, Probability & Statistics - General, Mathematics / Statistics, Operator theory, Integral equations, Statistics, Distribution (Probability theory), System theory, Statistics, general, Probability Theory and Stochastic Processes, Control Systems TheoryShowing 4 featured editions. View all 4 editions?
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Semi-Markov Random Evolutions (Mathematics and Its Applications)
November 30, 1994, Springer
Hardcover
in English
- 1 edition
0792331508 9780792331506
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Includes bibliographical references (p. 289-304) and index.
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- Created April 1, 2008
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