書誌事項

Random perturbation methods : with applications in science and engineering

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

(Applied mathematical sciences, v. 150)

Springer, c2002

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注記

Includes bibliographical references and index

内容説明・目次

内容説明

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.

目次

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

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詳細情報

  • NII書誌ID(NCID)
    BA58301877
  • ISBN
    • 0387954279
  • LCCN
    2001059799
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    New York
  • ページ数/冊数
    xi, 488 p.
  • 大きさ
    24 cm
  • 分類
  • 親書誌ID
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