Stochastic models of systems:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Dordrecht [u.a.]
Kluwer
1999
|
| Series: | Mathematics and its applications
469 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XII, 185 S. |
| ISBN: | 0792356063 |
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Record in the Search Index
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| adam_text | STOCHASTIC MODELS OF SYSTEMS BY VLADIMIR S. KOROLYUK AND VLADIMIR V.
KOROLYUK INSTITUTE OF MATHEMATICS, UKRAINIAN ACADEMY OF SCIENCES, KIEV,
UKRAINE KLUWER ACADEMIC PUBLISHERS DORDRECHT / BOSTON / LONDON CONTENTS
PREFACE IX 1 INTRODUCTION 1 1.1 CLASSIFICATION AND PROPERTIES OF
STOCHASTIC SYSTEMS 1 1.1.1 PHASE STATES SPACE 2 1.1.2 EVOLUTION OF
STOCHASTIC SYSTEMS 3 1.1.3 STOCHASTIC SYSTEMS 4 1.1.4 SEMI-MARKOV AND
MARKOV SYSTEMS 5 1.1.5 SIMPLIFIED DESCRIPTION OF THE SYSTEM 8 1.2
RENEWAL PROCESSES 11 1.2.1 RENEWAL EQUATION 12 1.2.2 AUXILIARY PROCESSES
13 1.2.3 TRANSFORMATION OF RECURRENT FLOWS 15 1.2.4 SUPERPOSITION OF
RENEWAL PROCESSES 16 1.2.5 THE ALTERNATING RENEWAL PROCESS 19 2 MARKOV
RENEWAL PROCESSES 21 2.1 DEFINITION OF MARKOV RENEWAL PROCESS 22 2.1.1
HOMOGENEOUS MARKOV CHAIN 23 2.1.2 SEMI-MARKOV KERNEL 24 2.1.3 MARKOV
RENEWAL PROCESS 24 2.1.4 MARKOV JUMP PROCESSES 26 2.1.5 STOCHASTIC
REPRESENTATION OF MRP 28 2.2 SEMI-MARKOV PROCESSES 30 VI CONTENTS 2.2.1
MARKOV RENEWAL EQUATION 31 2.2.2 . CHARACTERISTICS OF MRP 32 2.2.3
AUXILIARY PROCESSES 34 2.2.4 REGENERATIVE PROCESSES 35 2.3 ERGODICITY
AND STATIONARY DISTRIBUTION 36 2.3.1 ERGODIC PROPERTY OF MARKOV CHAIN 37
2.3.2 ERGODICITY OF SEMI-MARKOV PROCESS 38 3 PHASE MERGING ALGORITHMS 43
3.1 REDUCIBLE-INVERTIBLE OPERATORS 43 3.2 PERTURBATION OF
REDUCIBLE-INVERTIBLE OPERATORS 48 3.3 MARTINGALE CHARACTERIZATION OF
MARKOV PROCESSES 56 3.4 PATTERN LIMIT THEOREM 62 3.5 ERGODIC PHASE
MERGING 66 3.6 SPLITTING PHASE MERGING 71 3.7 HEURISTIC PHASE MERGING
PRINCIPLES 76 3.7.1 BASIC ASSUMPTIONS 77 3.7.2, HEURISTIC PHASE MERGING
PRINCIPLES 78 3.7.3 HEURISTIC PHASE MERGING 81 4 EVOLUTIONAL STOCHASTIC
SYSTEM IN A RANDOM MEDIUM 89 4.1 STOCHASTIC ADDITIVE FUNCTIONALS 89 4.2
STORAGE PROCESSES 96 4.3 RANDOM EVOLUTION 100 4.4 ERGODIC AVERAGE AND
DIFFUSION APPROXIMATION OF RANDOM EVOL- UTIONS 105 4.5 SPLITTING AVERAGE
AND DIFFUSION APPROXIMATION OF RANDOM EVOL- UTIO N 109 4.6 APPLICATION
OF AVERAGE AND DIFFUSION APPROXIMATION ALGORITHMS 114 4.7 COUNTING
PROCESSES 121 4.8 PROOFS OF LIMIT THEOREMS 127 CONTENTS VII DIFFUSION
APPROXIMATION OF MARKOV QUEUEING SYSTEMS AND NETWORKS 137 5.1 ALGORITHMS
OF DIFFUSION APPROXIMATION 137 5.2 MARKOV QUEUEING PROCESSES 139 5.3
AVERAGE AND DIFFUSION APPROXIMATION 144 5.3.1 AVERAGE SCHEME 145 5.3.2
DIFFUSION APPROXIMATION SCHEME 147 5.4 STATIONARY DISTRIBUTION 152 5.5
MARKOVIAN QUEUEING SYSTEMS 157 5.5.1 COLLECTIVE LIMIT THEOREM IN H 1 157
5.5.2 SYSTEMS OF M/M TYPE 160 5.5.3 SYSTEMS WITH BOUNDED INPUT 161 5.5.4
REPAIRMAN PROBLEM 163 5.6 MARKOVIAN QUEUEING NETWORKS 170 5.6.1
COLLECTIVE LIMIT THEOREMS IN R N 170 5.6.2 MARKOV QUEUEING NETWORKS 175
REFERENCES 181
|
| any_adam_object | 1 |
| author | Korolyuk, Vladimir S. Korolyuk, Vladimir V. |
| author_facet | Korolyuk, Vladimir S. Korolyuk, Vladimir V. |
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| bvnumber | BV012685781 |
| callnumber-first | Q - Science |
| callnumber-label | QC20 |
| callnumber-raw | QC20.7.S8K674 1999 |
| callnumber-search | QC20.7.S8K674 1999 |
| callnumber-sort | QC 220.7 S8 K674 41999 |
| callnumber-subject | QC - Physics |
| classification_rvk | SK 820 SK 960 |
| ctrlnum | (OCoLC)246032998 (DE-599)BVBBV012685781 |
| dewey-full | 519.2 519.221 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 519.2 21 |
| dewey-search | 519.2 519.2 21 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV012685781 |
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| indexdate | 2024-07-09T18:31:55Z |
| institution | BVB |
| isbn | 0792356063 |
| language | English |
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| physical | XII, 185 S. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Kluwer |
| record_format | marc |
| series | Mathematics and its applications |
| series2 | Mathematics and its applications |
| spelling | Korolyuk, Vladimir S. Verfasser aut Stochastic models of systems by Vladimir S. Korolyuk and Vladimir V. Korolyuk Dordrecht [u.a.] Kluwer 1999 XII, 185 S. txt rdacontent n rdamedia nc rdacarrier Mathematics and its applications 469 Mathematische Physik Stochastic processes Markov processes Mathematical physics Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Systemanalyse (DE-588)4116673-5 gnd rswk-swf Systemanalyse (DE-588)4116673-5 s Stochastisches Modell (DE-588)4057633-4 s DE-604 Stochastischer Prozess (DE-588)4057630-9 s Korolyuk, Vladimir V. Verfasser aut Mathematics and its applications 469 (DE-604)BV008163334 469 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008622573&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Korolyuk, Vladimir S. Korolyuk, Vladimir V. Stochastic models of systems Mathematics and its applications Mathematische Physik Stochastic processes Markov processes Mathematical physics Stochastisches Modell (DE-588)4057633-4 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Systemanalyse (DE-588)4116673-5 gnd |
| subject_GND | (DE-588)4057633-4 (DE-588)4057630-9 (DE-588)4116673-5 |
| title | Stochastic models of systems |
| title_auth | Stochastic models of systems |
| title_exact_search | Stochastic models of systems |
| title_full | Stochastic models of systems by Vladimir S. Korolyuk and Vladimir V. Korolyuk |
| title_fullStr | Stochastic models of systems by Vladimir S. Korolyuk and Vladimir V. Korolyuk |
| title_full_unstemmed | Stochastic models of systems by Vladimir S. Korolyuk and Vladimir V. Korolyuk |
| title_short | Stochastic models of systems |
| title_sort | stochastic models of systems |
| topic | Mathematische Physik Stochastic processes Markov processes Mathematical physics Stochastisches Modell (DE-588)4057633-4 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Systemanalyse (DE-588)4116673-5 gnd |
| topic_facet | Mathematische Physik Stochastic processes Markov processes Mathematical physics Stochastisches Modell Stochastischer Prozess Systemanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008622573&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV008163334 |
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