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978-3-319-67059-1
DE-He213
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9783319670591
978-3-319-67059-1
10.1007/978-3-319-67059-1
doi
ISI Library, Kolkata
QA273.A1-274.9
QA274-274.9
PBT
bicssc
MAT029000
bisacsh
PBT
thema
PBWL
thema
519.2
23
Zacks, Shelemyahu.
author.
aut
http://id.loc.gov/vocabulary/relators/aut
Sample Path Analysis and Distributions of Boundary Crossing Times
[electronic resource] /
by Shelemyahu Zacks.
Cham :
Springer International Publishing :
Imprint: Springer,
2017.
XIII, 135 p. 19 illus., 2 illus. in color.
online resource.
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Lecture Notes in Mathematics,
0075-8434 ;
2203
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.
This monograph is focused on the derivations of exact distributions of first boundary crossing times of Poisson processes, compound Poisson processes, and more general renewal processes. The content is limited to the distributions of first boundary crossing times and their applications to various stochastic models. This book provides the theory and techniques for exact computations of distributions and moments of level crossing times. In addition, these techniques could replace simulations in many cases, thus providing more insight about the phenomenona studied. This book takes a general approach for studying telegraph processes and is based on nearly thirty published papers by the author and collaborators over the past twenty five years. No prior knowledge of advanced probability is required, making the book widely available to students and researchers in applied probability, operations research, applied physics, and applied mathematics. .
Distribution (Probability theory.
Probability Theory and Stochastic Processes.
http://scigraph.springernature.com/things/product-market-codes/M27004
Operations Research, Management Science.
http://scigraph.springernature.com/things/product-market-codes/M26024
SpringerLink (Online service)
Springer eBooks
Printed edition:
9783319670584
Printed edition:
9783319670607
Lecture Notes in Mathematics,
0075-8434 ;
2203
https://doi.org/10.1007/978-3-319-67059-1
ZDB-2-SMA
ZDB-2-LNM
EB
Mathematics and Statistics (Springer-11649)
427406
427406