Stochastic systems in merging phase space / Vladimir S. Koroliuk, Nikolas Limnios.

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 numericall...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Koroli︠u︡k, V. S. (Vladimir Semenovich), 1925-
Other Authors:	Limnios, N. (Nikolaos)
Format:	eBook
Language:	English
Published:	Singapore ; Hackensack, NJ : World Scientific, ©2005.
Subjects:	Stochastic processes. Mathematical optimization.