[PDF.58cc] Stochastic Systems in Merging Phase Space

Stochastic Systems in Merging Phase Space

[PDF.wr07] Stochastic Systems in Merging Phase Space

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 | #17604235 in Books |  World Scientific Publishing Company |  2005-12-01 | Original language:English | PDF # 1 |  9.18 x.97 x5.96l,1.36 | File type: PDF | 348 pages

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|| |may serve as a textbook for applied scientists and engineers in stochastic approximation of complex systems

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 imp...

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