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Sample Path Analysis and Distributions of Boundary Crossing Times

519.2

Zacks, Shelemyahu. Sample Path Analysis and Distributions of Boundary Crossing Times by Shelemyahu Zacks. -
XIII, 135 p. 19 illus., 2 illus. in color. online resource. - (Lecture Notes in Mathematics, 2203) Content notes : Introduction -- Technical Prerequisites -- First Crossing by Poisson Processes -- First Crossing by Compound Poisson Processes -- Telegraph Processes -- Sequential Estimation -- First Crossing a Random Process -- Failure Times of Deterioration Processes -- Miscellaneous Topics. 9783319670591 * Distribution (Probability theory. Probability Theory and Stochastic Processes. Operations Research, Management Science. * Series

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