Sample Path Analysis and Distributions of Boundary Crossing Times

• Κύριος συγγραφέας: Zacks, Shelemyahu (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Σειρά: Lecture Notes in Mathematics, 2203
• Θέματα: Mathematics.; Operations research.; Management science.; Probabilities.; Probability Theory and Stochastic Processes.; Operations Research, Management Science.

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 s...