Semi-Markov random evolutions:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Dordrecht u.a.
Kluwer
1995
|
| Series: | Mathematics and its applications
308 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Aus dem Russ. übers. |
| Physical Description: | X, 310 S. |
| ISBN: | 0792331508 |
Staff View
MARC
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Record in the Search Index
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|---|---|
| adam_text | CONTENTS
Preface ix
Introduction 1
CHAPTER 1. MARKOV RENEWAL PROCESSES 7
1.1. Definition of a Markov Renewal Process 7
1.2. Semi Markov Processes 13
1.3. Markov Renewal Equations 17
1.4. Ergodic Markov Chains 22
CHAPTER 2. PHASE MERGING OF SEMI MARKOV PROCESSES 27
2.1. Bounded Invertibly Reducible Operators 27
2.2. Perturbation of Invertibly Reducible Operators 30
2.3. Perturbation of Closed Invertibly Reducible Operators 36
2.4. Phase Merging of Semi Markov Processes 42
2.5. Merging of Semi Markov Processes in the Reducible Phase Space
of States 49
2.6. Compactness of Semi Markov Processes in the Scheme of
Asymptotic Phase Merging 54
CHAPTER 3. SEMI MARKOV RANDOM EVOLUTIONS 59
3.1. Setting of Semi Markov Random Evolutions 59
3.2. Stochastic Models of Systems in the Semi Markov Random Medium 68
3.3. Physical Models of Systems in the Semi Markov Random Medium 81
CHAPTER 4. ALGORITHMS OF PHASE AVERAGING
FOR SEMI MARKOV RANDOM EVOLUTIONS 93
4.1. Ergodic Averaging of Semi Markov Random Evolutions 93
4.2. Phase Averaging of Evolutions 102
4.3. Ergodic Diffusion Approximation 107
4.4. Diffusion Approximation in the Scheme of Phase Merging 112
v
vi Contents
CHAPTER 5. COMPACTNESS OF SEMI MARKOV RANDOM
EVOLUTIONS IN THE AVERAGING SCHEME 117
5.1. Random Processes and Martingale Problem in a Separable Banach Space 117
5.2. Discrete Semi Markov Random Evolutions without Jump Operators 124
5.3. Discrete Semi Markov Random Evolutions with Jump Operators 132 ,
5.4. Continuous Semi Markov Random Evolutions 137
5.5. Semi Markov Random Evolutions 140
CHAPTER 6. LIMITING REPRESENTATIONS FOR SEMI MARKOV
RANDOM EVOLUTIONS IN THE AVERAGING SCHEME 145
6.1. Discrete Semi Markov Random Evolutions without Jump Operators 145
6.2. Discrete Semi Markov Random Evolutions with Jump Operators 154
6.3. Continuous Semi Markov Random Evolutions 160
6.4. Semi Markov Random Evolutions 169 i
CHAPTER 7. COMPACTNESS OF SEMI MARKOV RANDOM
EVOLUTIONS IN THE DIFFUSION APPROXIMATION 175 ,
7.1. Discrete evolutions without Jump Operators 175
7.2. Discrete evolutions with Jump Operators 186
7.3. Continuous Semi Markov Random Evolutions 198
7.4. Semi Markov Random Evolutions 202
CHAPTER 8. STOCHASTIC INTEGRAL LIMITING
REPRESENTATIONS OF SEMI MARKOV RANDOM
EVOLUTIONS IN THE DIFFUSION APPROXIMATION 207
8.1. Discrete Semi Markov Random Evolutions without Jump Operators 207
8.2. Discrete Semi Markov Random Evolutions with Jump Operators 213
8.3. Continuous Semi Markov Random Evolutions 219
8.4. Semi Markov Random Evolutions 223
CHAPTER 9. APPLICATION OF THE LIMIT THEOREMS
TO SEMI MARKOV RANDOM EVOLUTIONS
IN THE AVERAGING SCHEME 237
9.1. Construction of Compact Sets in the Banach Spaces 237
9.2. Transport Processes 241
9.3. Pulse Transport Processes 246
9.4. Additive Functionals 249
9.5. Stochastic Differential Equations 251
9.6. Switched Processes with Independent Increments 253
Contents vii
9.7. {/ Statistical Processes 255
9.8. Random Evolutions on Lie Groups 257
9.9. Harmonic Oscillations in a Semi Markov Random Medium 259
9.10. Waves in Waveguides and Beams 261
CHAPTER 10. APPLICATION OF THE DIFFUSION APPROXIMATION
OF SEMI MARKOV RANDOM EVOLUTIONS
TO STOCHASTIC SYSTEMS IN RANDOM MEDIA 265
10.1. Transport Processes 265
10.2. Pulse Transport Processes 268
10.3. Additive Functionals 271
10.4. {/ Statistical Processes 272
10.5. Random Motion on the Lie groups 274
CHAPTER 11. DOUBLE APPROXIMATION OF RANDOM
EVOLUTIONS 277
11.1. Continuous Semi Markov Random Evolutions 277
11.2. Semi Markov Random Evolutions 279
11.3. Transport Process 282
11.4. Pulse Transport Process and Other Processes 285
References 289
Subject Index 305
Notation 309
|
| any_adam_object | 1 |
| author | Koroljuk, Volodymyr S. 1925- Sviščuk, Anatolij |
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| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/3 |
| dewey-search | 519.2/3 |
| dewey-sort | 3519.2 13 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV010277576 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:49:44Z |
| institution | BVB |
| isbn | 0792331508 |
| language | English |
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| owner_facet | DE-12 DE-384 DE-739 |
| physical | X, 310 S. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| publisher | Kluwer |
| record_format | marc |
| series | Mathematics and its applications |
| series2 | Mathematics and its applications |
| spelling | Koroljuk, Volodymyr S. 1925- Verfasser (DE-588)119463717 aut Polumarkovskie slučajnye e̊voljucii Semi-Markov random evolutions by V. Korolyuk and A. Swishchuk Dordrecht u.a. Kluwer 1995 X, 310 S. txt rdacontent n rdamedia nc rdacarrier Mathematics and its applications 308 Aus dem Russ. übers. Mathematische Physik Functional analysis Markov processes Mathematical physics Stochastic models Stochastic processes Semi-Markov-Prozess (DE-588)4180965-8 gnd rswk-swf Semi-Markov-Prozess (DE-588)4180965-8 s DE-604 Sviščuk, Anatolij Verfasser (DE-588)1048087905 aut Mathematics and its applications 308 (DE-604)BV008163334 308 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006838112&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Koroljuk, Volodymyr S. 1925- Sviščuk, Anatolij Semi-Markov random evolutions Mathematics and its applications Mathematische Physik Functional analysis Markov processes Mathematical physics Stochastic models Stochastic processes Semi-Markov-Prozess (DE-588)4180965-8 gnd |
| subject_GND | (DE-588)4180965-8 |
| title | Semi-Markov random evolutions |
| title_alt | Polumarkovskie slučajnye e̊voljucii |
| title_auth | Semi-Markov random evolutions |
| title_exact_search | Semi-Markov random evolutions |
| title_full | Semi-Markov random evolutions by V. Korolyuk and A. Swishchuk |
| title_fullStr | Semi-Markov random evolutions by V. Korolyuk and A. Swishchuk |
| title_full_unstemmed | Semi-Markov random evolutions by V. Korolyuk and A. Swishchuk |
| title_short | Semi-Markov random evolutions |
| title_sort | semi markov random evolutions |
| topic | Mathematische Physik Functional analysis Markov processes Mathematical physics Stochastic models Stochastic processes Semi-Markov-Prozess (DE-588)4180965-8 gnd |
| topic_facet | Mathematische Physik Functional analysis Markov processes Mathematical physics Stochastic models Stochastic processes Semi-Markov-Prozess |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006838112&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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