Item description for Stochastic Systems in Merging Phase Space by Nikolaos 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 numerically tractable models. The systems discussed in the book include stochastic additive functionals, dynamical systems, stochastic integral functionals, increment processes and impulsive processes. All these systems are switched by Markov and semi-Markov processes whose phase space is considered in asymptotic split and merging schemes. Most of the results from semi-Markov processes are new and presented for the first time in this book.
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Studio: World Scientific Publishing Company
Est. Packaging Dimensions: Length: 8.9" Width: 6.22" Height: 0.94" Weight: 1.37 lbs.
Release Date Dec 1, 2005
Publisher World Scientific Publishing Company
ISBN 9812565914 ISBN13 9789812565914
Availability 0 units.
More About Nikolaos Limnios
Catherine Huber is an Emeritus professor at Universite de Paris Rene Descartes. Her research activity concerns nonparametric and semi-parametric theory of statistics and their applications in biology and medicine. She has several publications in particular in the field of survival analysis. She is the co-author and co-editor of several books in the above fields.
Nikolaos Limnios is a professor at the University of Technology of Compiegne. His research and teaching activities concern stochastic processes, statistical inference and their applications in particular in reliability and survival analysis. He is the co-author and co-editor of several books in the above fields.
Mounir Mesbah is a professor at the Universite Pierre et Marie Curie, Paris 6. His research and teaching activities concern statistics and its applications in health science and medicine (biostatistics). He is the co-author of several articles and co-editor of several books in the above fields.
Mikhail Nikulin is a professor at the Universite Victor Segalen, and a member of the Institute of Mathematics at Bordeaux. His research and teaching activities concern mathematical statistics and its applications in reliability and survival analysis. He is the co-author and co-editor of several books in the above fields.
Nikolaos Limnios has an academic affiliation as follows - University of Technology of Compi?gne, France Compiegne University of.