Vladimir S. Korolyuk – författare

During the investigation of large systems described by evolution equations, we encounter many problems. Of special interest is the problem of "high dimensionality" or, more precisely, the problem of the complexity of the phase space. The notion of the "comple­ xity of the. phase space" includes not only the high dimensionality of, say, a system of linear equations which appear in the mathematical model of the system (in the case when the phase space of the model is finite but very large), as this is usually understood, but also the structure of the phase space itself, which can be a finite, countable, continual, or, in general, arbitrary set equipped with the structure of a measurable space. Certainly, 6 6 this does not mean that, for example, the space (R 6, ( ), where 6 is a a-algebra of Borel sets in R 6, considered as a phase space of, say, a six-dimensional Wiener process (see Gikhman and Skorokhod [1]), has a "complex structure". But this will be true if the 6 same space (R 6, ( ) is regarded as a phase space of an evolution system describing, for example, the motion of a particle with small mass in a viscous liquid (see Chandrasek­ har [1]).

This monograph contains, for the first time, a systematic presentation of the theory of U-statistics. On the one hand, this theory is an extension of summation theory onto classes of dependent (in a special manner) random variables. On the other hand, the theory involves various statistical applications. The construction of the theory is concentrated around the main asymptotic problems, namely, around the law of large numbers, the central limit theorem, the convergence of distributions of U-statistics with degenerate kernels, functional limit theorems, estimates for convergence rates, and asymptotic expansions. Probabilities of large deviations and laws of iterated logarithm are also considered. The connection between the asymptotics of U-statistics destributions and the convergence of distributions in infinite-dimensional spaces are discussed. Various generalizations of U-statistics for dependent multi-sample variables and for varying kernels are examined. When proving limit theorems and inequalities for the moments and characteristic functions the martingale structure of U-statistics and orthogonal decompositions are used.The book has ten chapters and concludes with an extensive reference list. For researchers and students of probability theory and mathematical statistics.

The evolution of systems is a growing field of interest stimulated by many possible applications. This work is devoted to semi-Markov random evolutions (SMRE). This class of evolutions is rich enough to describe the evolutionary systems changing their characteristics under the influence of random factors. At the same time there exist efficient mathematical tools for investigating the SMRE. The topics addressed in this book include classification, fundamental properties of the SMRE, averaging theorems, diffusion approximation and normal deviations theorems for SMRE in ergodic case and in the scheme of asymptotic phase lumping. Both analytic and stochastic methods for investigation of the limiting behaviour of SMRE are developed. This text includes many applications of rapidly changing semi-Markov random media, including storage and traffic processes, branching and switching processes, stochastic differential equations, motions on Lie groups, and harmonic oscillations. This volume should be of interest to statisticians whose work involves operator theory, functional analysis, systems theory and cybernetics.

This text discusses stochastic models of systems analysis. It covers many aspects and different stages from the construction of mathematical models of real systems, through mathematical analysis of models based on simplification methods, to the interpretation of real stochastic systems. The stochastic models described here share the property that their evolutionary aspects develop under the influence of random factors. It has been assumed that the evolution takes place in a random medium, for instance unilateral interaction between the system and the medium. As only Markovian models of random medium are considered in this book, the stochastic models described here are determined by two processes, a switching process describing the evolution of the systems and a switching process describing the changes of the random medium.

This monograph contains, for the first time, a systematic presentation of the theory of U-statistics. On the one hand, this theory is an extension of summation theory onto classes of dependent (in a special manner) random variables. On the other hand, the theory involves various statistical applications. The construction of the theory is concentrated around the main asymptotic problems, namely, around the law of large numbers, the central limit theorem, the convergence of distributions of U-statistics with degenerate kernels, functional limit theorems, estimates for convergence rates, and asymptotic expansions. Probabilities of large deviations and laws of iterated logarithm are also considered. The connection between the asymptotics of U-statistics destributions and the convergence of distributions in infinite-dimensional spaces are discussed. Various generalizations of U-statistics for dependent multi-sample variables and for varying kernels are examined. When proving limit theorems and inequalities for the moments and characteristic functions the martingale structure of U-statistics and orthogonal decompositions are used.The book has ten chapters and concludes with an extensive reference list. For researchers and students of probability theory and mathematical statistics.

The evolution of systems in random media is a broad and fruitful field for the applica­ tions of different mathematical methods and theories. This evolution can be character­ ized by a semigroup property. In the abstract form, this property is given by a semigroup of operators in a normed vector (Banach) space. In the practically boundless variety of mathematical models of the evolutionary systems, we have chosen the semi-Markov ran­ dom evolutions as an object of our consideration. The definition of the evolutions of this type is based on rather simple initial assumptions. The random medium is described by the Markov renewal processes or by the semi­ Markov processes. The local characteristics of the system depend on the state of the ran­ dom medium. At the same time, the evolution of the system does not affect the medium. Hence, the semi-Markov random evolutions are described by two processes, namely, by the switching Markov renewal process, which describes the changes of the state of the external random medium, and by the switched process, i.e., by the semigroup of oper­ ators describing the evolution of the system in the semi-Markov random medium.

During the investigation of large systems described by evolution equations, we encounter many problems. Of special interest is the problem of "high dimensionality" or, more precisely, the problem of the complexity of the phase space. The notion of the "comple­ xity of the. phase space" includes not only the high dimensionality of, say, a system of linear equations which appear in the mathematical model of the system (in the case when the phase space of the model is finite but very large), as this is usually understood, but also the structure of the phase space itself, which can be a finite, countable, continual, or, in general, arbitrary set equipped with the structure of a measurable space. Certainly, 6 6 this does not mean that, for example, the space (R 6, ( ), where 6 is a a-algebra of Borel sets in R 6, considered as a phase space of, say, a six-dimensional Wiener process (see Gikhman and Skorokhod [1]), has a "complex structure". But this will be true if the 6 same space (R 6, ( ) is regarded as a phase space of an evolution system describing, for example, the motion of a particle with small mass in a viscous liquid (see Chandrasek­ har [1]).

In this monograph stochastic models of systems analysis are discussed. It covers many aspects and different stages from the construction of mathematical models of real systems, through mathematical analysis of models based on simplification methods, to the interpretation of real stochastic systems. The stochastic models described here share the property that their evolutionary aspects develop under the influence of random factors. It has been assumed that the evolution takes place in a random medium, i.e. unilateral interaction between the system and the medium. As only Markovian models of random medium are considered in this book, the stochastic models described here are determined by two processes, a switching process describing the evolution of the systems and a switching process describing the changes of the random medium. Audience: This book will be of interest to postgraduate students and researchers whose work involves probability theory, stochastic processes, mathematical systems theory, ordinary differential equations, operator theory, or mathematical modelling and industrial mathematics.