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...

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Veröffentlicht in:	Journal of statistical physics 2013-04, Vol.151 (1-2), p.254-276
Hauptverfasser:	Izquierdo, Segismundo S., Izquierdo, Luis R.
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Computer simulation Computer-generated environments Markov processes Mathematical and Computational Physics Physical Chemistry Physics Physics and Astronomy Quantum Physics Statistical Physics and Dynamical Systems Theoretical
Online-Zugang:	Volltext
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