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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Asymptotic Analyses for Comple

Asymptotic Analyses for Comple

Mavromatidis

Hardcover

ApplicationsProbability & Statistics

ISBN10: 1786305569
ISBN13: 9781786305565
Publisher: John Wiley & Sons
Published: Nov 17 2020
Pages: 240
Weight: 1.13
Height: 0.56 Width: 6.14 Depth: 9.21
Language: English
This book analyzes stochastic evolutionary models under the impulse of diffusion, as well as Markov and semi-Markov switches. Models are investigated under the conditions of classical and non-classical (Levy and Poisson) approximations in addition to jumping stochastic approximations and continuous optimization procedures.

Among other asymptotic properties, particular attention is given to weak convergence, dissipativity, stability and the control of processes and their generators.

Weak convergence of stochastic processes is usually proved by verifying two conditions: the tightness of the distributions of the converging processes, which ensures the existence of a converging subsequence, and the uniqueness of the weak limit. Achieving the limit can be done on the semigroups that correspond to the converging process as well as on appropriate generators. While this provides the convergence of generators, a natural question arises concerning the uniqueness of a limit semigroup.

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