Phase Merger Principle for Nonstationary Impulse Markov Dynamical Systems

APLIMAT 2014: 13th International Conference on Applied Mathematics: Proceedings 2014
Jevgeņijs Carkovs, Aija Pola

The paper deals with impulse type non-stationary dynamical systems fast switched by step Markov process having m invariant measures. We have derived more simple Markov dynamical system in a form of ordinary dierential equation with right part switched by merger homogeneous Markov process with m states and have proved that for suciently fast switching this dynamical system approximates initial system.

Atslēgas vārdi
Markov dynamical systems, Impulse systems, Merger principle

Carkovs, J., Pola, A. Phase Merger Principle for Nonstationary Impulse Markov Dynamical Systems. No: APLIMAT 2014: 13th International Conference on Applied Mathematics: Proceedings, Slovākija, Bratislava, 4.-6. februāris, 2014. Bratislava: Slovak University of Technology, 2014, 86.-91.lpp. ISBN 978-80-227-4140-8.

Publikācijas valoda
English (en)