Semi-Markov Random Evolutions

Semi-Markov Random Evolutions

by Vladimir S. Korolyuk, Anatoly Swishchuk

Paperback(1995)

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Product Details

ISBN-13: 9789401044394
Publisher: Springer Netherlands
Publication date: 12/16/2012
Series: Mathematics and Its Applications , #308
Edition description: 1995
Pages: 310
Product dimensions: 6.30(w) x 9.45(h) x 0.03(d)

Table of Contents

Preface. Introduction. 1. Markov Renewal Processes. 2. Phase Merging of Semi-Markov Processes. 3. Semi-Markov Random Evolutions. 4. Algorithms of Phase Averaging for Semi-Markov Random Evolutions. 5. Compactness of Semi-Markov Random Evolutions in the Averaging Scheme. 6. Limiting Representations for Semi-Markov Random Evolutions in the Averaging Scheme. 7. Compactness of Semi-Markov Random Evolutions in the Diffusion Approximation. 8. Stochastic Integral Limiting Representations of Semi-Markov Random Evolutions in the Diffusion Approximation. 9. Application of the Limit Theorems to Semi-Markov Random Evolutions in the Averaging Scheme. 10. Application of the Diffusion Approximation of Semi-Markov Random Evolutions to Stochastic Systems in Random Media. 11. Double Approximation of Random Evolutions. References. Subject Index. Notation.

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