Random Evolutionary Systems


Asymptotic Properties and Large Deviations

Random Evolutionary Systems

Dmitri Koroliouk, National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, Ukraine
Igor Samoilenko, Taras Shevchenko National University of Kyiv, Ukraine


ISBN : 9781786307521

Publication Date : July 2021

Hardcover 310 pp

165.00 USD

Co-publisher

Description


Within the field of modeling complex objects in natural sciences, which considers systems that consist of a large number of interacting parts, a good tool for analyzing and fitting models is the theory of random evolutionary systems, considering their asymptotic properties and large deviations.

In Random Evolutionary Systems we consider these systems in terms of the operators that appear in the schemes of their diffusion and the Poisson approximation. Such an approach allows us to obtain a number of limit theorems and asymptotic expansions of processes that model complex stochastic systems, both those that are autonomous and those dependent on an external random environment. In this case, various possibilities of scaling processes and their time parameters are used to obtain different limit results.

Contents


1. Basic Tools for Asymptotic Analysis.
2. Weak Convergence in Poisson and Lévy Approximation Schemes.
3. Large Deviations in the Scheme of Asymptotically Small Diffusion.
4. Large Deviations of Systems in Poisson and Lévy Approximation Schemes.
5. Large Deviations of Systems in the Scheme of Splitting and Double Merging.
6. Difference Diffusion Models with Equilibrium.
7. Random Evolutionary Systems in Discrete–Continuous Time.
8. Diffusion Approximation of Random Evolutions in Random Media.

About the authors


Dmitri Koroliouk is a Doctor of Sciences (Hab.), leading researcher at the Institute of Telecommunications and Global Information Space of the National Academy of Sciences of Ukraine, and Professor at the National Technical University of Ukraine, “Igor Sikorsky Kyiv Polytechnic Institute”. He is the author of 80 scientific publications and also holds 10 European patents for industrial inventions.

Igor Samoilenko is a Doctor of Sciences (Hab.) and Associate Professor at the Faculty of Computer Science and Cybernetics at the Taras Shevchenko National University of Kyiv, Ukraine. He is the author of 60 scientific publications.

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