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Singularly perturbed stochastic systems

  • V. S. Korolyuk
Article
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Abstract

Problems of singular perturbation of reducible invertible operators are classified and their applications to the analysis of stochastic Markov systems represented by random evolutions are considered. The phase merging, averaging, and diffusion approximation schemes are discussed for dynamical systems with rapid Markov switchings.

Keywords

Markov Process Stochastic System Singular Perturbation Null Space Random Medium 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Plenum Publishing Corporation 1997

Authors and Affiliations

  • V. S. Korolyuk

There are no affiliations available

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