Description: Sample Path Analysis and Distributions of Boundary Crossing Times, Paperback by Zacks, Shelemyahu, ISBN 3319670581, ISBN-13 9783319670584, Brand New, Free shipping in the US 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 th widely available to students and researchers in applied probability, operations research, applied physics, and applied mathematics.
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Book Title: Sample Path Analysis and Distributions of Boundary Crossing Times
Number of Pages: Xiii, 135 Pages
Language: English
Publication Name: Sample Path Analysis and Distributions of Boundary Crossing Times
Publisher: Springer International Publishing A&G
Subject: Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Operations Research, Management Science
Publication Year: 2017
Type: Textbook
Item Weight: 85 Oz
Subject Area: Mathematics, Business & Economics
Item Length: 9.3 in
Author: Shelemyahu Zacks
Series: Lecture Notes in Mathematics Ser.
Item Width: 6.1 in
Format: Trade Paperback
