Evolution of systems in random media:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boca Raton [u.a.]
CRC Pr.
1995
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 352 S. |
| ISBN: | 0849394058 |
Internformat
MARC
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Datensatz im Suchindex
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| adam_text | EVOLUTION OF SYSTEMS IN RANDOM MEDIA VLADIMIR KOROLYUK ANATOLY SWISHCHUK
CRC PRESS BOCA RATON NEW YORK LONDON TOKYO CONTENTS PREFACE 5
INTRODUCTION 7 1 THE MARTINGALE PROBLEM AND WEAK CONVERGENCE IN A BANACH
SPACE 13 1.1 RANDOM PROCESSES AND MARTINGALES IN A BANACH SPACE 13 1.2
OPERATOR SEMIGROUPS 25 1.2.1 DEFINITION AND BASIC PROPERTIES 25 1.2.2
EXAMPLES OF SEMIGROUPS 27 1.2.3 RESOLVENT OPERATOR 29 1.3 MARKOV
PROCESSES. MARTINGALE CHARACTERIZATION 31 1.4 WEAK CONVERGENCE 36 1.5
MARTINGALE PROBLEM IN BANACH SPACE 42 2 MARKOV RENEWAL PROCESSES 53 2.1
SEMI-MARKOV PROCESSES 54 2.2 SINGULAR PERTURBED PROBLEMS 69 2.3
PERTURBATION OF REDUCIBLE-INVERTIBLE OPERATORS ... 71 2.4 PHASE MERGING
OF SEMI-MARKOV PROCESSES 80 3 SEMI-MARKOV RANDOM EVOLUTIONS 93 3.1
DEFINITION AND CLASSIFICATION OF RANDOM EVOLUTIONS . 93 3.2 STOCHASTIC
MODELS OF SYSTEMS 102 3.3 INHOMOGENEOUS SEMI-MARKOV RANDOM EVOLUTIONS .
. 128 1 2 CONTENTS 4 WEAK CONVERGENCE OF RANDOM EVOLUTIONS 135 4.1
RELATIVE COMPACTNESS OF RANDOM EVOLUTIONS 136 4.1.1 WEAK COMPACTNESS IN
THE AVERAGING THEOREM 139 4.1.2 WEAK COMPACTNESS IN THE DIFFUSION
APPROXIMATION SCHEME 147 4.2 LIMITING EVOLUTIONS IN AVERAGING AND
DIFFUSION AP- PROXIMATION SCHEMES 157 4.2.1 LIMITING REPRESENTATION IN
THE AVERAGING SCHEME 158 4.2.2 LIMITING REPRESENTATION IN THE DIFFUSION
AP- PROXIMATION SCHEME 166 4.2.3 STOCHASTIC INTEGRAL OPERATOR EQUATIONS
IN DIF- FUSION APPROXIMATION 173 4.3 UNIQUENESS OF THE SOLUTION OF THE
MARTINGALE PROBLEM 175 4.3.1 DUAL RANDOM EVOLUTION 175 4.3.2. AVERAGING
THEOREM FOR DUAL RANDOM EVOLUTION 176 4.3.3 DIFFUSION APPROXIMATION
THEOREM FOR DUAL RANDOM EVOLUTION 178 4.3.4 UNIQUENESS OF THE LIMITING
SEMI-MARKOV RAN- DOM EVOLUTION IN THE DIFFUSION APPROXIMATION SCHEME 180
4.4. AVERAGING AND DIFFUSION APPROXIMATION OF RANDOM EVOLUTION IN
REDUCIBLE RANDOM MEDIA 182 5 AVERAGING OF STOCHASTIC SYSTEMS IN
SEMI-MARKOV RANDOM MEDIA 195 5.1 COMPACTS IN BANACH SPACES 195 5.2
TRAFFIC PROCESSES 198 5.3 IMPULSE TRAFFIC PROCESSES 204 5.4 ADDITIVE
FUNCTIONALS 207 5.5 STOCHASTIC DIFFERENTIAL EQUATIONS 209 5.6 ADDITIVE
FUNCTIONALS 211 5.7 [/-STATISTICAL PROCESSES 214 5.8 RANDOM EVOLUTIONS
ON LIE GROUPS 216 CONTENTS 5.9 OSCILLATIONS OF A HARMONIC OSCILLATOR 218
5.10 WAVES IN CONDUCTORS AND BEAMS 221 6 DIFFUSION APPROXIMATION OF
STOCHASTIC SYSTEMS 225 6.1 TRAFFIC PROCESS 225 6.2 IMPULSE TRAFFIC
PROCESSES 228 6.3 ADDITIVE FUNCTIONALS 231 6.4 [/-STATISTICAL PROCESS
233 6.5 RANDOM MOTIONS ON LIE GROUPS 236 7 NORMAL DEVIATIONS OF
SEMI-MARKOV RANDOM EVOLUTIONS 239 7.1 RANDOM EVOLUTION IN ERGODIC MEDIA
240 7.2 STOCHASTIC SYSTEMS 244 7.2.1 STORAGE PROCESS 244 7.2.2 TRAFFIC
PROCESS 248 7.2.3 [/-STATISTICAL PROCESSES 249 7.2.4 INTEGRAL
FUNCTIONALS 249 7.3 RANDOM EVOLUTION IN REDUCIBLE MEDIA 250 7.4
EVOLUTIONARY STOCHASTIC SYSTEMS IN REDUCIBLE MEDIA 253 7.4.1 STORAGE
PROCESS 253 7.4.2 TRAFFIC PROCESS 255 7.4.3 [/-STATISTICAL PROCESS 256
7.4.4 INTEGRAL FUNCTIONALS 257 8 RATES OF CONVERGENCE IN THE LIMIT
THEOREMS FOR RANDOM EVOLUTIONS 259 8.1 AVERAGING SCHEMES FOR RANDOM
EVOLUTIONS 259 8.2 DIFFUSION APPROXIMATION SCHEME FOR RANDOM EVOLUTIONS
263 8.3 AVERAGING SCHEME FOR EVOLUTIONARY STOCHASTIC SYSTEMS IN RANDOM
MEDIA 267 8.4 DIFFUSION APPROXIMATION SCHEME FOR EVOLUTIONARY STOCHASTIC
SYSTEMS IN RANDOM MEDIA 275 9 STABILITY OF STOCHASTIC SYSTEMS 279 9.1
TRAFFIC PROCESS IN THE AVERAGING SCHEME 279 9.2 TRAFFIC PROCESS IN THE
DIFFUSION APPROXIMATION SCHEME 286 4 CONTENTS 9.3 IMPULSE TRAFFIC
PROCESS IN THE AVERAGING SCHEME . . . 292 9.4 IMPULSE TRAFFIC PROCESS IN
THE DIFFUSION APPROXIMA- TION SCHEME 295 10 CONTROL OF EVOLUTIONARY
STOCHASTIC SYSTEMS IN RANDOM MEDIA 299 10.1 FUNCTIONALS OF UNCONTROLLED
PROCESSES 299 10.2 COST FUNCTIONALS 301 10.3 OPTIMAL STOCHASTIC CONTROL
305 BIBLIOGRAPHY 317 SUBJECT INDEX 347
|
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| discipline | Mathematik |
| format | Book |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:04:23Z |
| institution | BVB |
| isbn | 0849394058 |
| language | English |
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| oclc_num | 832751454 |
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| physical | 352 S. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| publisher | CRC Pr. |
| record_format | marc |
| spelling | Koroljuk, Volodymyr S. 1925- Verfasser (DE-588)119463717 aut Evolution of systems in random media Vladimir Korolyuk ; Anatoly Swishchuk Boca Raton [u.a.] CRC Pr. 1995 352 S. txt rdacontent n rdamedia nc rdacarrier Mathematische Physik (DE-588)4037952-8 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Mathematische Physik (DE-588)4037952-8 s Stochastischer Prozess (DE-588)4057630-9 s DE-604 Markov-Prozess (DE-588)4134948-9 s Sviščuk, Anatolij Verfasser (DE-588)1048087905 aut GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007453790&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Koroljuk, Volodymyr S. 1925- Sviščuk, Anatolij Evolution of systems in random media Mathematische Physik (DE-588)4037952-8 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Markov-Prozess (DE-588)4134948-9 gnd |
| subject_GND | (DE-588)4037952-8 (DE-588)4057630-9 (DE-588)4134948-9 |
| title | Evolution of systems in random media |
| title_auth | Evolution of systems in random media |
| title_exact_search | Evolution of systems in random media |
| title_full | Evolution of systems in random media Vladimir Korolyuk ; Anatoly Swishchuk |
| title_fullStr | Evolution of systems in random media Vladimir Korolyuk ; Anatoly Swishchuk |
| title_full_unstemmed | Evolution of systems in random media Vladimir Korolyuk ; Anatoly Swishchuk |
| title_short | Evolution of systems in random media |
| title_sort | evolution of systems in random media |
| topic | Mathematische Physik (DE-588)4037952-8 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Markov-Prozess (DE-588)4134948-9 gnd |
| topic_facet | Mathematische Physik Stochastischer Prozess Markov-Prozess |
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