Stochastic Models of Systems

✍ Scribed by Vladimir S. Korolyuk, Vladimir V. Korolyuk (auth.)

Publisher: Springer Netherlands
Year: 1999
Tongue: English
Leaves: 194
Series: Mathematics and Its Applications 469
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

In this monograph stochastic models of systems analysis are discussed. It covers many aspects and different stages from the construction of mathematical models of real systems, through mathematical analysis of models based on simplification methods, to the interpretation of real stochastic systems.
The stochastic models described here share the property that their evolutionary aspects develop under the influence of random factors. It has been assumed that the evolution takes place in a random medium, i.e. unilateral interaction between the system and the medium. As only Markovian models of random medium are considered in this book, the stochastic models described here are determined by two processes, a switching process describing the evolution of the systems and a switching process describing the changes of the random medium.
Audience: This book will be of interest to postgraduate students and researchers whose work involves probability theory, stochastic processes, mathematical systems theory, ordinary differential equations, operator theory, or mathematical modelling and industrial mathematics.

✦ Table of Contents

Front Matter....Pages i-xii
Introduction....Pages 1-20
Markov renewal processes....Pages 21-41
Phase merging algorithms....Pages 43-87
Evolutional stochastic system in a random medium....Pages 89-136
Diffusion approximation of Markov queueing systems and networks....Pages 137-180
Back Matter....Pages 181-185

✦ Subjects

Probability Theory and Stochastic Processes; Systems Theory, Control; Ordinary Differential Equations; Operator Theory; Mathematical Modeling and Industrial Mathematics

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