Sample Path Analysis and Distributions of Boundary Crossing Times

Business & Finance, Management & Leadership, Operations Research, Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Sample Path Analysis and Distributions of Boundary Crossing Times by Shelemyahu Zacks, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Shelemyahu Zacks ISBN: 9783319670591
Publisher: Springer International Publishing Publication: October 12, 2017
Imprint: Springer Language: English
Author: Shelemyahu Zacks
ISBN: 9783319670591
Publisher: Springer International Publishing
Publication: October 12, 2017
Imprint: Springer
Language: English

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. 

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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. 

More books from Springer International Publishing

Cover of the book Atlas of PET-CT Imaging in Oncology by Shelemyahu Zacks
Cover of the book Beneficial Microorganisms in Food and Nutraceuticals by Shelemyahu Zacks
Cover of the book Biological Soil Crusts: An Organizing Principle in Drylands by Shelemyahu Zacks
Cover of the book Lewis Swift by Shelemyahu Zacks
Cover of the book Autonomic Nervous System by Shelemyahu Zacks
Cover of the book Social Emergence in International Relations by Shelemyahu Zacks
Cover of the book Metaheuristics for Data Clustering and Image Segmentation by Shelemyahu Zacks
Cover of the book Production and Efficiency Analysis with R by Shelemyahu Zacks
Cover of the book Magnesium Biomaterials by Shelemyahu Zacks
Cover of the book Gang Transitions and Transformations in an International Context by Shelemyahu Zacks
Cover of the book Information and Communication Technologies for Ageing Well and e-Health by Shelemyahu Zacks
Cover of the book Inertia and Gravitation by Shelemyahu Zacks
Cover of the book The Political Economy of Social Choices by Shelemyahu Zacks
Cover of the book Complications of Temporomandibular Joint Surgery by Shelemyahu Zacks
Cover of the book Wind Turbines in Cold Climates by Shelemyahu Zacks
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy