Random perturbation methods : with applications in science and engineering

Author(s)

• Skorokhod, A. V. (Anatoliĭ Vladimirovich)
• Hoppensteadt, F. C. (Frank Charles)
• Salehi, Habib

Bibliographic Information

Random perturbation methods : with applications in science and engineering

Anatoli V. Skorokhod, Frank C. Hoppensteadt, Habib Salehi

（Applied mathematical sciences, v. 150）

Springer, c2002

Note

Includes bibliographical references and index

Description and Table of Contents

Description

This book develops methods for describing random dynamical systems, and it illustrats how the methods can be used in a variety of applications. Appeals to researchers and graduate students who require tools to investigate stochastic systems.

Table of Contents

Introduction * Ergodic Theorems * Convergence Properties of Stochastic Processes * Averaging * Normal Deviation * Diffusion Approximation * Stability * Markov Chains with Random Transition Probabilities * Randomly Perturbed Mechanical Systems * Dynamical Systems on a Torus * The Phase Locked Loop * Models in Population Biology * Genetics

by "Nielsen BookData"

Details

• NCID: BA58301877
• ISBN:
  • 0387954279
• LCCN: 2001059799
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xi, 488 p.
• Size: 24 cm
• Classification:
  • DC21 : 510
  • DC21 : 515./35
• Parent Bibliography ID:
  • BA00020952