Stochastic Approximation to Understand Simple Simulation Models
نویسندگان
چکیده
منابع مشابه
Stochastic approximation to understand simple simulation models
This paper illustrates how a deterministic approximation of a stochastic process can be usefully applied to analyse the dynamics of many simple simulation models. To demonstrate the type of results that can be obtained using this approximation, we present two illustrative examples which are meant to serve as methodological references for researchers exploring this area. Finally, we prove some c...
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ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 2012
ISSN: 0022-4715,1572-9613
DOI: 10.1007/s10955-012-0654-z